+415.5%
CNQ vs PTC
+205.0%
+210.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | +0.1% | -7.3% | +7.4% | +2.6% |
| 30D | +6.2% | -11.6% | +17.8% | +10.3% |
| 3M | +12.4% | +10.5% | +1.9% | +7.3% |
| 6M | +9.0% | -17.8% | +26.8% | +14.5% |
| YTD | +52.2% | -24.9% | +77.1% | +64.2% |
| 1Y | +65.0% | -36.8% | +101.9% | +89.7% |
| 3Y | +78.8% | -8.7% | +87.6% | +72.5% |
| 5Y | +286.0% | +4.1% | +281.9% | +242.4% |
| All | +415.5% | +205.0% | +210.5% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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