+5,556.5%
CNQ vs PSA
+2,968.6%
+2,587.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +6.2% | -8.4% | +14.6% | +9.7% |
| 3M | +12.4% | -7.8% | +20.2% | +15.5% |
| 6M | +9.0% | +0.8% | +8.2% | +7.2% |
| YTD | +52.2% | +16.5% | +35.7% | +41.0% |
| 1Y | +65.0% | +4.7% | +60.3% | +59.1% |
| 3Y | +78.8% | +21.1% | +57.8% | +58.5% |
| 5Y | +286.0% | +14.2% | +271.8% | +243.7% |
| 10Y | +420.7% | +102.6% | +318.2% | +249.4% |
| All | +5,556.5% | +2,968.6% | +2,587.9% | +1,571.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling