+320.2%
CVE vs PFG
+110.8%
+209.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | +2.5% | +5.5% | -3.0% | -0.6% |
| 30D | +16.7% | +2.4% | +14.4% | +15.0% |
| 3M | +9.3% | +13.6% | -4.3% | +1.2% |
| 6M | +43.6% | +27.9% | +15.7% | +23.6% |
| YTD | +93.6% | +35.6% | +58.0% | +60.1% |
| 1Y | +98.8% | +48.5% | +50.3% | +54.7% |
| 3Y | +73.6% | +66.9% | +6.7% | +24.1% |
| All | +320.2% | +110.8% | +209.3% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling