+416.4%
CNQ vs PENG
+755.0%
-338.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.8% | +7.8% | -9.6% | -2.9% |
| 30D | +11.8% | -12.2% | +24.0% | +13.7% |
| 3M | +11.1% | -20.6% | +31.8% | +12.2% |
| 6M | +12.1% | +180.9% | -168.8% | -10.3% |
| YTD | +53.4% | +162.3% | -108.9% | +23.5% |
| 1Y | +71.4% | +107.3% | -35.9% | +42.7% |
| 3Y | +75.8% | +110.8% | -35.0% | +34.3% |
| 5Y | +286.0% | +117.8% | +168.2% | +179.9% |
| All | +416.4% | +755.0% | -338.6% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling