+415.5%
CNQ vs PSA
+102.6%
+312.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +6.2% | -8.4% | +14.6% | +8.4% |
| 3M | +12.4% | -7.8% | +20.2% | +14.4% |
| 6M | +9.0% | +0.8% | +8.2% | +7.8% |
| YTD | +52.2% | +16.5% | +35.7% | +44.3% |
| 1Y | +65.0% | +4.7% | +60.3% | +60.9% |
| 3Y | +78.8% | +21.1% | +57.8% | +63.3% |
| 5Y | +286.0% | +14.2% | +271.8% | +255.0% |
| All | +415.5% | +102.6% | +312.9% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling