+5,556.5%
CNQ vs PNR
+791.5%
+4,765.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.1% | -6.0% | +6.1% | +3.1% |
| 30D | +6.2% | -14.0% | +20.2% | +13.7% |
| 3M | +12.4% | -21.7% | +34.1% | +23.7% |
| 6M | +9.0% | -37.3% | +46.3% | +31.6% |
| YTD | +52.2% | -45.1% | +97.3% | +94.9% |
| 1Y | +65.0% | -49.1% | +114.2% | +118.8% |
| 3Y | +78.8% | -14.8% | +93.7% | +76.5% |
| 5Y | +286.0% | -21.0% | +307.0% | +280.3% |
| 10Y | +420.7% | +64.7% | +356.0% | +247.0% |
| All | +5,556.5% | +791.5% | +4,765.0% | +2,267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling