+272.1%
CNQ vs PCOR
-42.8%
+314.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -8.2% | +8.3% | +1.0% |
| 30D | +6.2% | -8.1% | +14.3% | +7.0% |
| 3M | +12.4% | +26.2% | -13.8% | +9.0% |
| 6M | +9.0% | -5.0% | +14.1% | +8.7% |
| YTD | +52.2% | -26.8% | +79.0% | +56.4% |
| 1Y | +65.0% | -24.6% | +89.6% | +68.3% |
| 3Y | +78.8% | -19.6% | +98.5% | +76.7% |
| All | +272.1% | -42.8% | +314.9% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 5y: compounded portfolio wealth divided by compounded PCOR 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…
5y analysis · Full analysis span regression · 6 months rolling