+62.8%
CNQ vs PPL
+1.0%
+61.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -9.4% | +1.8% | -11.2% | -9.4% |
| 30D | +2.8% | +8.4% | -5.7% | +2.9% |
| 3M | +8.5% | +2.4% | +6.1% | +8.5% |
| 6M | +6.4% | -4.0% | +10.3% | +7.0% |
| YTD | +50.9% | +4.5% | +46.5% | +49.1% |
| 1Y | +62.8% | +1.7% | +61.1% | +60.9% |
| All | +62.8% | +1.0% | +61.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling