+803.5%
PM vs CNQ
+415.2%
+388.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | +2.6% | +6.2% | -3.6% | +1.5% |
| 3M | +6.6% | +12.4% | -5.8% | +4.1% |
| 6M | +16.5% | +9.0% | +7.5% | +14.1% |
| YTD | +21.2% | +52.2% | -31.0% | +11.7% |
| 1Y | +17.9% | +65.0% | -47.1% | +6.9% |
| 3Y | +129.8% | +78.8% | +51.0% | +101.4% |
| 5Y | +133.0% | +286.0% | -152.9% | +72.6% |
| 10Y | +220.8% | +420.7% | -199.9% | +103.5% |
| All | +803.5% | +415.2% | +388.2% | +392.5% |
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