+272.1%
CNQ vs PHM
+156.2%
+115.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.7% |
| 7D | +0.1% | -5.0% | +5.1% | +0.7% |
| 30D | +6.2% | -8.4% | +14.6% | +7.3% |
| 3M | +12.4% | -4.4% | +16.8% | +12.4% |
| 6M | +9.0% | -3.7% | +12.8% | +8.5% |
| YTD | +52.2% | +1.3% | +50.9% | +49.7% |
| 1Y | +65.0% | -14.0% | +79.1% | +67.1% |
| 3Y | +78.8% | +48.1% | +30.7% | +58.9% |
| All | +272.1% | +156.2% | +115.9% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling