-16.9%
PCG vs CNQ
+73.2%
-90.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -20.6% | +6.2% | -26.8% | -21.1% |
| 3M | -17.6% | +12.4% | -29.9% | -18.7% |
| 6M | -23.5% | +9.0% | -32.5% | -24.5% |
| YTD | -13.6% | +52.2% | -65.8% | -18.9% |
| 1Y | -11.3% | +65.0% | -76.4% | -17.8% |
| 3Y | -16.9% | +78.8% | -95.8% | -26.3% |
| All | -16.9% | +73.2% | -90.2% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling