+89.9%
CVE vs PFG
+664.7%
-574.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.3% |
| 7D | +2.5% | +5.5% | -3.0% | -1.5% |
| 30D | +16.7% | +2.4% | +14.4% | +14.5% |
| 3M | +9.3% | +13.6% | -4.3% | -0.7% |
| 6M | +43.6% | +27.9% | +15.7% | +19.5% |
| YTD | +93.6% | +35.6% | +58.0% | +53.9% |
| 1Y | +98.8% | +48.5% | +50.3% | +47.6% |
| 3Y | +73.6% | +66.9% | +6.7% | +16.9% |
| 5Y | +312.5% | +111.0% | +201.5% | +128.5% |
| 10Y | +161.0% | +244.5% | -83.5% | +9.1% |
| All | +89.9% | +664.7% | -574.8% | -52.3% |
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