+82.6%
PFE vs CNQ
+5,463.2%
-5,380.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -4.0% | -0.7% | -3.4% | -3.9% |
| 30D | +3.9% | +6.7% | -2.8% | +2.8% |
| 3M | +9.9% | +12.8% | -2.9% | +7.7% |
| 6M | +5.3% | +13.3% | -8.0% | +2.7% |
| YTD | +16.8% | +53.1% | -36.3% | +8.5% |
| 1Y | +20.4% | +66.1% | -45.6% | +10.3% |
| 3Y | -2.1% | +75.4% | -77.5% | -12.2% |
| 5Y | -21.0% | +288.1% | -309.1% | -39.0% |
| 10Y | +34.6% | +423.6% | -389.0% | -8.7% |
| All | +82.6% | +5,463.2% | -5,380.6% | -30.4% |
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