-7.4%
PCG vs CNQ
+5,523.4%
-5,530.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.4% |
| 7D | +6.5% | -0.9% | +7.3% | +6.6% |
| 30D | -16.7% | +8.7% | -25.4% | -18.1% |
| 3M | -14.2% | +15.8% | -30.0% | -16.7% |
| 6M | -21.5% | +13.3% | -34.7% | -23.8% |
| YTD | -11.2% | +54.7% | -65.9% | -18.9% |
| 1Y | -4.2% | +69.5% | -73.7% | -14.2% |
| 3Y | -14.9% | +77.3% | -92.2% | -25.5% |
| 5Y | +54.2% | +290.3% | -236.1% | +14.9% |
| 10Y | -75.3% | +429.3% | -504.6% | -83.9% |
| All | -7.4% | +5,523.4% | -5,530.9% | -66.8% |
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