+5,556.5%
CNQ vs PEGA
+3,220.2%
+2,336.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | +6.2% | +15.9% | -9.7% | +4.0% |
| 3M | +12.4% | +10.8% | +1.5% | +10.1% |
| 6M | +9.0% | -16.5% | +25.5% | +10.4% |
| YTD | +52.2% | -39.0% | +91.2% | +59.7% |
| 1Y | +65.0% | -37.3% | +102.3% | +71.8% |
| 3Y | +78.8% | +59.2% | +19.7% | +57.4% |
| 5Y | +286.0% | -44.9% | +330.9% | +281.5% |
| 10Y | +420.7% | +182.6% | +238.1% | +312.4% |
| All | +5,556.5% | +3,220.2% | +2,336.3% | +3,654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling