+288.1%
CNQ vs PPL
+36.4%
+251.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | +6.7% | -2.2% | +8.9% | +7.3% |
| 3M | +12.8% | -3.1% | +15.8% | +13.5% |
| 6M | +13.3% | -8.1% | +21.4% | +15.8% |
| YTD | +53.1% | 0.0% | +53.0% | +51.9% |
| 1Y | +66.1% | -1.3% | +67.4% | +65.2% |
| 3Y | +75.4% | +52.7% | +22.8% | +40.8% |
| 5Y | +288.1% | +37.4% | +250.7% | +233.0% |
| All | +288.1% | +36.4% | +251.7% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling