+272.1%
CNQ vs PEGA
-45.0%
+317.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.6% |
| 7D | +0.1% | -3.0% | +3.1% | +0.3% |
| 30D | +6.2% | +15.9% | -9.7% | +5.1% |
| 3M | +12.4% | +10.8% | +1.5% | +11.3% |
| 6M | +9.0% | -16.5% | +25.5% | +10.0% |
| YTD | +52.2% | -39.0% | +91.2% | +57.4% |
| 1Y | +65.0% | -37.3% | +102.3% | +69.7% |
| 3Y | +78.8% | +59.2% | +19.7% | +62.1% |
| All | +272.1% | -45.0% | +317.0% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling