+62.8%
CNQ vs PRU
+27.9%
+35.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.6% | -14.0% | -5.8% |
| 7D | -9.4% | +9.8% | -19.2% | -7.4% |
| 30D | +2.8% | +11.6% | -8.8% | +5.3% |
| 3M | +8.5% | +3.7% | +4.8% | +9.9% |
| 6M | +6.4% | +33.0% | -26.6% | +12.4% |
| YTD | +50.9% | +16.6% | +34.3% | +56.0% |
| 1Y | +62.8% | +26.9% | +35.9% | +69.2% |
| All | +62.8% | +27.9% | +35.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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