-55.9%
PCG vs CVE
+67.4%
-123.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.5% | +2.0% |
| 7D | +1.9% | -12.1% | +14.0% | +3.8% |
| 30D | +8.5% | -9.8% | +18.3% | +10.0% |
| 3M | -22.9% | -0.7% | -22.2% | -23.2% |
| 6M | -16.8% | -4.3% | -12.4% | -16.8% |
| YTD | -15.8% | +70.6% | -86.4% | -23.8% |
| 1Y | -16.0% | +73.2% | -89.1% | -24.2% |
| 3Y | -18.9% | +60.3% | -79.3% | -27.3% |
| 5Y | +17.4% | +159.3% | -141.9% | -4.7% |
| 10Y | -76.4% | +147.4% | -223.8% | -83.8% |
| All | -55.9% | +67.4% | -123.3% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling