-77.2%
PCG vs CVE
+137.5%
-214.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.8% |
| 7D | 0.0% | -14.1% | +14.1% | +2.5% |
| 30D | +5.8% | -11.6% | +17.5% | +7.9% |
| 3M | -22.8% | 0.0% | -22.8% | -23.2% |
| 6M | -18.4% | -8.4% | -10.0% | -17.9% |
| YTD | -16.9% | +65.9% | -82.8% | -25.3% |
| 1Y | -17.6% | +69.4% | -87.0% | -26.3% |
| 3Y | -20.0% | +55.9% | -75.9% | -28.9% |
| 5Y | +16.0% | +146.2% | -130.1% | -7.7% |
| All | -77.2% | +137.5% | -214.7% | -85.6% |
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