+62.8%
CNQ vs PENG
+120.5%
-57.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.1% | +1.7% | -7.3% |
| 7D | -9.4% | -20.5% | +11.0% | -9.3% |
| 30D | +2.8% | -20.4% | +23.1% | +2.9% |
| 3M | +8.5% | -16.4% | +24.9% | +8.5% |
| 6M | +6.4% | +49.2% | -42.8% | +10.5% |
| YTD | +50.9% | +147.2% | -96.3% | +57.4% |
| 1Y | +62.8% | +124.7% | -61.8% | +70.6% |
| All | +62.8% | +120.5% | -57.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling