+62.8%
CVE vs PFG
+639.4%
-576.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -0.2% |
| 7D | -14.1% | -0.7% | -13.3% | -14.0% |
| 30D | -11.6% | +2.8% | -14.5% | -13.8% |
| 3M | 0.0% | -1.0% | +1.1% | -0.4% |
| 6M | -8.4% | +13.6% | -22.0% | -17.5% |
| YTD | +65.9% | +31.1% | +34.8% | +33.8% |
| 1Y | +69.4% | +43.8% | +25.6% | +28.0% |
| 3Y | +55.9% | +75.0% | -19.1% | +1.1% |
| 5Y | +146.2% | +95.2% | +50.9% | +42.5% |
| 10Y | +140.6% | +207.5% | -66.9% | +6.8% |
| All | +62.8% | +639.4% | -576.6% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling