+5,599.1%
CNQ vs PPL
+759.8%
+4,839.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.8% | +1.8% | -3.5% | -2.7% |
| 30D | +11.8% | -1.1% | +12.9% | +12.3% |
| 3M | +11.1% | 0.0% | +11.1% | +10.6% |
| 6M | +12.1% | -7.6% | +19.7% | +15.9% |
| YTD | +53.4% | +1.7% | +51.6% | +50.5% |
| 1Y | +71.4% | +1.5% | +69.9% | +67.8% |
| 3Y | +75.8% | +55.3% | +20.5% | +33.9% |
| 5Y | +286.0% | +37.7% | +248.3% | +210.8% |
| 10Y | +400.8% | +54.0% | +346.8% | +271.7% |
| All | +5,599.1% | +759.8% | +4,839.3% | +2,492.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling