+415.5%
CNQ vs PFG
+251.1%
+164.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.2% |
| 7D | +0.1% | -0.4% | +0.6% | +0.3% |
| 30D | +6.2% | +2.9% | +3.3% | +3.8% |
| 3M | +12.4% | +6.7% | +5.7% | +6.9% |
| 6M | +9.0% | +33.8% | -24.8% | -11.1% |
| YTD | +52.2% | +35.0% | +17.3% | +22.7% |
| 1Y | +65.0% | +46.4% | +18.6% | +25.3% |
| 3Y | +78.8% | +71.7% | +7.2% | +18.2% |
| 5Y | +286.0% | +113.7% | +172.3% | +109.5% |
| All | +415.5% | +251.1% | +164.4% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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