-18.4%
PCG vs CVE
+59.0%
-77.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.5% | +1.4% |
| 7D | +1.9% | -12.1% | +14.0% | +2.9% |
| 30D | +8.5% | -9.8% | +18.3% | +9.3% |
| 3M | -22.9% | -0.7% | -22.2% | -23.2% |
| 6M | -16.8% | -4.3% | -12.4% | -16.9% |
| YTD | -15.8% | +70.6% | -86.4% | -22.2% |
| 1Y | -16.0% | +73.2% | -89.1% | -22.6% |
| All | -18.4% | +59.0% | -77.4% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling