+272.1%
CNQ vs PNR
-21.7%
+293.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -6.0% | +6.1% | +1.3% |
| 30D | +6.2% | -14.0% | +20.2% | +9.2% |
| 3M | +12.4% | -21.7% | +34.1% | +17.0% |
| 6M | +9.0% | -37.3% | +46.3% | +19.0% |
| YTD | +52.2% | -45.1% | +97.3% | +71.8% |
| 1Y | +65.0% | -49.1% | +114.2% | +90.2% |
| 3Y | +78.8% | -14.8% | +93.7% | +74.4% |
| All | +272.1% | -21.7% | +293.8% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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