+5,556.5%
CNQ vs PPG
+872.7%
+4,683.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +0.1% | -6.2% | +6.4% | +3.7% |
| 30D | +6.2% | -7.9% | +14.1% | +10.9% |
| 3M | +12.4% | -10.2% | +22.6% | +17.2% |
| 6M | +9.0% | +2.7% | +6.4% | +2.5% |
| YTD | +52.2% | +4.9% | +47.3% | +40.2% |
| 1Y | +65.0% | -3.2% | +68.2% | +58.1% |
| 3Y | +78.8% | -17.0% | +95.8% | +81.5% |
| 5Y | +286.0% | -23.3% | +309.3% | +290.9% |
| 10Y | +420.7% | +26.4% | +394.3% | +276.7% |
| All | +5,556.5% | +872.7% | +4,683.9% | +1,660.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling