+9.0%
CNQ vs PPG
+1.4%
+7.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.3% |
| 7D | +0.1% | -6.2% | +6.4% | -3.3% |
| 30D | +6.2% | -7.9% | +14.1% | +1.7% |
| 3M | +12.4% | -10.2% | +22.6% | +7.1% |
| 6M | +9.0% | +2.7% | +6.4% | +11.6% |
| All | +9.0% | +1.4% | +7.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 6mo: compounded portfolio wealth divided by compounded PPG 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…
6mo analysis · Full analysis span regression · 6 months rolling