+79.8%
CNQ vs PENG
+97.1%
-17.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.8% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | +6.7% | -15.2% | +21.9% | +7.6% |
| 3M | +12.8% | -16.9% | +29.7% | +12.9% |
| 6M | +13.3% | +161.5% | -148.2% | +3.6% |
| YTD | +53.1% | +148.6% | -95.5% | +40.1% |
| 1Y | +66.1% | +89.6% | -23.6% | +55.2% |
| All | +79.8% | +97.1% | -17.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling