+78.8%
CNQ vs PFGC
+58.8%
+20.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +0.1% | -4.8% | +4.9% | +0.7% |
| 30D | +6.2% | -12.5% | +18.7% | +7.9% |
| 3M | +12.4% | -9.7% | +22.1% | +13.4% |
| 6M | +9.0% | +7.0% | +2.0% | +6.6% |
| YTD | +52.2% | +4.5% | +47.7% | +48.8% |
| 1Y | +65.0% | -11.6% | +76.6% | +69.0% |
| 3Y | +78.8% | +58.5% | +20.3% | +52.6% |
| All | +78.8% | +58.8% | +20.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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