+412.6%
CNQ vs PENG
+752.7%
-340.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.3% |
| 30D | +6.2% | -12.9% | +19.1% | +8.1% |
| 3M | +12.4% | -20.5% | +32.8% | +13.5% |
| 6M | +9.0% | +176.8% | -167.8% | -12.6% |
| YTD | +52.2% | +161.6% | -109.3% | +22.6% |
| 1Y | +65.0% | +95.6% | -30.6% | +38.8% |
| 3Y | +78.8% | +111.9% | -33.1% | +36.4% |
| 5Y | +286.0% | +111.4% | +174.6% | +181.5% |
| All | +412.6% | +752.7% | -340.1% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling