+2.9%
PEP vs CNQ
+278.6%
-275.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -4.1% | +12.4% | -16.5% | -4.7% |
| 6M | -13.1% | +9.0% | -22.1% | -13.5% |
| YTD | -2.1% | +52.2% | -54.3% | -4.4% |
| 1Y | -1.7% | +65.0% | -66.7% | -4.4% |
| 3Y | -15.1% | +78.8% | -93.9% | -18.6% |
| All | +2.9% | +278.6% | -275.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling