+122.3%
CVE vs PFGC
+477.3%
-355.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -14.1% | +12.5% | -26.5% | -18.2% |
| 30D | -11.6% | +17.0% | -28.6% | -17.2% |
| 3M | 0.0% | -2.1% | +2.1% | -0.6% |
| 6M | -8.4% | +25.9% | -34.3% | -17.6% |
| YTD | +65.9% | +22.0% | +43.9% | +49.1% |
| 1Y | +69.4% | +14.8% | +54.6% | +55.5% |
| 3Y | +55.9% | +80.8% | -24.9% | +19.1% |
| 5Y | +146.2% | +126.0% | +20.2% | +64.8% |
| 10Y | +140.6% | +363.8% | -223.1% | +35.3% |
| All | +122.3% | +477.3% | -355.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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