+80.1%
PEP vs CVE
+136.1%
-56.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +2.9% | -16.1% | +19.0% | +3.8% |
| 30D | +14.2% | -10.4% | +24.6% | +14.8% |
| 3M | +3.2% | -2.4% | +5.6% | +3.2% |
| 6M | -7.4% | -4.4% | -3.0% | -7.5% |
| YTD | +1.5% | +64.9% | -63.5% | -1.6% |
| 1Y | +3.9% | +66.0% | -62.1% | +0.6% |
| 3Y | -5.5% | +57.7% | -63.2% | -8.9% |
| 5Y | +0.1% | +144.7% | -144.6% | -7.3% |
| All | +80.1% | +136.1% | -56.0% | +53.4% |
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