+65.0%
CNQ vs PSA
+6.8%
+58.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.4% |
| 7D | +0.1% | -1.8% | +1.9% | -0.2% |
| 30D | +6.2% | -8.4% | +14.6% | +4.8% |
| 3M | +12.4% | -7.8% | +20.2% | +11.0% |
| 6M | +9.0% | +0.8% | +8.2% | +9.8% |
| YTD | +52.2% | +16.5% | +35.7% | +50.3% |
| 1Y | +65.0% | +4.7% | +60.3% | +58.6% |
| All | +65.0% | +6.8% | +58.2% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling