+134.5%
CVE vs PFG
+195.7%
-61.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.7% |
| 7D | -16.1% | -0.6% | -15.5% | -16.1% |
| 30D | -10.4% | +2.0% | -12.4% | -12.4% |
| 3M | -2.4% | -3.2% | +0.8% | -1.4% |
| 6M | -4.4% | +10.9% | -15.4% | -13.6% |
| YTD | +64.9% | +28.8% | +36.1% | +31.0% |
| 1Y | +66.0% | +39.2% | +26.9% | +23.8% |
| 3Y | +57.7% | +75.0% | -17.4% | -4.5% |
| 5Y | +144.7% | +91.9% | +52.8% | +29.7% |
| All | +134.5% | +195.7% | -61.3% | -2.9% |
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