+173.0%
PM vs CPNG
-75.9%
+248.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -4.9% | -7.4% | +2.6% | -4.7% |
| 30D | -3.4% | -4.4% | +1.1% | -3.3% |
| 3M | +5.2% | -7.5% | +12.7% | +5.3% |
| 6M | +3.7% | -19.9% | +23.7% | +4.2% |
| YTD | +15.8% | -35.2% | +50.9% | +17.2% |
| 1Y | +17.4% | -46.8% | +64.1% | +19.6% |
| 3Y | +116.9% | -20.2% | +137.1% | +116.6% |
| 5Y | +117.3% | -48.4% | +165.8% | +115.4% |
| All | +173.0% | -75.9% | +248.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling