+6,504.2%
CNQ vs PRU
+773.7%
+5,730.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | +8.7% | -2.6% | +11.3% | +9.7% |
| 3M | +15.8% | +14.7% | +1.1% | +8.6% |
| 6M | +13.3% | +25.7% | -12.4% | +1.5% |
| YTD | +54.7% | +8.3% | +46.5% | +47.2% |
| 1Y | +69.5% | +17.3% | +52.2% | +55.1% |
| 3Y | +77.3% | +43.2% | +34.2% | +46.4% |
| 5Y | +290.3% | +43.5% | +246.8% | +220.5% |
| 10Y | +429.3% | +134.6% | +294.7% | +254.9% |
| All | +6,504.2% | +773.7% | +5,730.6% | +2,414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling