-77.6%
PCG vs CVE
+136.1%
-213.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.6% | -16.1% | +14.5% | +1.3% |
| 30D | +1.4% | -10.4% | +11.8% | +3.1% |
| 3M | -23.4% | -2.4% | -21.0% | -23.5% |
| 6M | -19.4% | -4.4% | -14.9% | -19.5% |
| YTD | -18.5% | +64.9% | -83.4% | -26.7% |
| 1Y | -19.5% | +66.0% | -85.6% | -27.8% |
| 3Y | -21.0% | +57.7% | -78.6% | -29.9% |
| 5Y | +13.7% | +144.7% | -131.0% | -9.4% |
| All | -77.6% | +136.1% | -213.8% | -85.9% |
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