+415.5%
CNQ vs PSLV
+190.6%
+224.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | -3.5% | +3.6% | +0.9% |
| 30D | +6.2% | -2.1% | +8.3% | +6.6% |
| 3M | +12.4% | -1.6% | +14.0% | +12.1% |
| 6M | +9.0% | -25.5% | +34.5% | +15.4% |
| YTD | +52.2% | -11.4% | +63.6% | +45.3% |
| 1Y | +65.0% | +48.6% | +16.5% | +28.4% |
| 3Y | +78.8% | +166.9% | -88.0% | +8.7% |
| 5Y | +286.0% | +152.4% | +133.6% | +135.6% |
| All | +415.5% | +190.6% | +224.9% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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