+73.8%
PEP vs CVE
+159.5%
-85.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.5% |
| 30D | +0.2% | +16.7% | -16.5% | -0.6% |
| 3M | -1.1% | +9.3% | -10.4% | -1.7% |
| 6M | -13.5% | +43.6% | -57.1% | -15.3% |
| YTD | -1.2% | +93.6% | -94.8% | -4.9% |
| 1Y | -1.6% | +98.8% | -100.3% | -5.5% |
| 3Y | -12.5% | +73.6% | -86.1% | -16.0% |
| 5Y | +3.0% | +312.5% | -309.4% | -7.7% |
| All | +73.8% | +159.5% | -85.6% | +46.8% |
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 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