+75.3%
PEP vs CNQ
+426.2%
-350.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.7% | +6.2% | -6.9% | -1.2% |
| 3M | -4.1% | +12.4% | -16.5% | -5.3% |
| 6M | -13.1% | +9.0% | -22.1% | -14.0% |
| YTD | -2.1% | +52.2% | -54.3% | -6.3% |
| 1Y | -1.7% | +65.0% | -66.7% | -6.7% |
| 3Y | -15.1% | +78.8% | -93.9% | -20.9% |
| 5Y | +3.1% | +286.0% | -282.9% | -13.0% |
| All | +75.3% | +426.2% | -350.9% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling