-76.0%
PCG vs CVE
+159.5%
-235.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -13.9% | +2.5% | -16.4% | -14.3% |
| 30D | -16.9% | +16.7% | -33.6% | -19.2% |
| 3M | -14.7% | +9.3% | -24.0% | -16.5% |
| 6M | -23.8% | +43.6% | -67.4% | -29.2% |
| YTD | -10.5% | +93.6% | -104.1% | -21.5% |
| 1Y | -5.1% | +98.8% | -103.9% | -17.3% |
| 3Y | -11.6% | +73.6% | -85.2% | -22.7% |
| 5Y | +59.0% | +312.5% | -253.5% | +15.5% |
| All | -76.0% | +159.5% | -235.5% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling