+73.2%
CVE vs PPG
+2.6%
+70.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +5.9% | +0.7% | +5.2% | +5.9% |
| 30D | -10.9% | +17.6% | -28.4% | -11.9% |
| 3M | -4.5% | +7.5% | -12.0% | -4.9% |
| 6M | -1.0% | +17.6% | -18.6% | -4.1% |
| YTD | +74.7% | +22.6% | +52.2% | +64.1% |
| 1Y | +65.8% | +28.0% | +37.8% | +53.0% |
| 3Y | +73.2% | +1.8% | +71.4% | +61.3% |
| All | +73.2% | +2.6% | +70.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling