+78.8%
CNQ vs PEGA
+54.2%
+24.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.6% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +6.2% | +15.9% | -9.7% | +5.5% |
| 3M | +12.4% | +10.8% | +1.5% | +11.8% |
| 6M | +9.0% | -16.5% | +25.5% | +10.0% |
| YTD | +52.2% | -39.0% | +91.2% | +57.0% |
| 1Y | +65.0% | -37.3% | +102.3% | +69.2% |
| 3Y | +78.8% | +59.2% | +19.7% | +55.8% |
| All | +78.8% | +54.2% | +24.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 3y: compounded portfolio wealth divided by compounded PEGA 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…
3y analysis · Full analysis span regression · 6 months rolling