+91.3%
PEP vs CVE
+147.6%
-56.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.3% | +4.6% | -5.0% | -0.5% |
| 30D | +11.8% | -12.0% | +23.8% | +12.4% |
| 3M | +3.7% | -3.8% | +7.4% | +3.8% |
| 6M | -4.3% | -2.7% | -1.6% | -4.4% |
| YTD | +2.1% | +73.6% | -71.5% | -1.3% |
| 1Y | +2.5% | +62.0% | -59.5% | -0.5% |
| 3Y | -5.0% | +72.7% | -77.7% | -8.9% |
| 5Y | +2.9% | +153.9% | -151.1% | -4.9% |
| All | +91.3% | +147.6% | -56.4% | +63.0% |
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