+4,931.8%
PCAR vs CNQ
+5,463.2%
-531.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -7.3% | +6.7% | -14.0% | -9.2% |
| 3M | +7.8% | +12.8% | -5.0% | +3.3% |
| 6M | +3.6% | +13.3% | -9.7% | -1.8% |
| YTD | +12.9% | +53.1% | -40.2% | -2.9% |
| 1Y | +27.3% | +66.1% | -38.8% | +6.5% |
| 3Y | +61.9% | +75.4% | -13.5% | +30.7% |
| 5Y | +164.2% | +288.1% | -124.0% | +60.4% |
| 10Y | +370.6% | +423.6% | -53.1% | +123.9% |
| All | +4,931.8% | +5,463.2% | -531.4% | +1,378.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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