+5,556.5%
CNQ vs PEG
+1,114.8%
+4,441.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | +6.2% | -3.7% | +9.9% | +8.3% |
| 3M | +12.4% | -7.3% | +19.6% | +16.8% |
| 6M | +9.0% | -10.5% | +19.5% | +14.9% |
| YTD | +52.2% | -7.5% | +59.7% | +57.3% |
| 1Y | +65.0% | -8.7% | +73.8% | +71.0% |
| 3Y | +78.8% | +31.4% | +47.5% | +46.9% |
| 5Y | +286.0% | +37.8% | +248.2% | +203.3% |
| 10Y | +420.7% | +148.0% | +272.7% | +186.0% |
| All | +5,556.5% | +1,114.8% | +4,441.7% | +1,881.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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