+143.5%
CVE vs PFG
+189.4%
-45.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.5% |
| 7D | +0.1% | -2.2% | +2.3% | +1.6% |
| 30D | -10.8% | +6.4% | -17.2% | -15.6% |
| 3M | -4.3% | +2.2% | -6.6% | -7.3% |
| 6M | -1.5% | +16.3% | -17.7% | -14.1% |
| YTD | +70.7% | +33.2% | +37.5% | +32.0% |
| 1Y | +58.1% | +40.6% | +17.5% | +16.9% |
| 3Y | +69.8% | +83.3% | -13.5% | -0.9% |
| 5Y | +148.9% | +97.7% | +51.2% | +28.9% |
| 10Y | +143.5% | +189.9% | -46.3% | +0.8% |
| All | +143.5% | +189.4% | -45.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling