+6,021.0%
PH vs CNQ
+5,432.5%
+588.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -11.0% | +6.2% | -17.2% | -13.0% |
| 3M | +5.5% | +12.4% | -6.9% | +0.6% |
| 6M | +1.5% | +9.0% | -7.6% | -3.4% |
| YTD | +8.8% | +52.2% | -43.4% | -8.5% |
| 1Y | +24.5% | +65.0% | -40.5% | +1.4% |
| 3Y | +141.2% | +78.8% | +62.3% | +87.5% |
| 5Y | +256.3% | +286.0% | -29.7% | +104.6% |
| 10Y | +813.3% | +420.7% | +392.6% | +321.3% |
| All | +6,021.0% | +5,432.5% | +588.5% | +1,495.0% |
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