+129.8%
PM vs CNQ
+73.2%
+56.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +2.6% | +6.2% | -3.6% | +2.5% |
| 3M | +6.6% | +12.4% | -5.8% | +6.3% |
| 6M | +16.5% | +9.0% | +7.5% | +16.2% |
| YTD | +21.2% | +52.2% | -31.0% | +20.4% |
| 1Y | +17.9% | +65.0% | -47.1% | +17.2% |
| 3Y | +129.8% | +78.8% | +51.0% | +123.6% |
| All | +129.8% | +73.2% | +56.6% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling