-4.6%
PEP vs CVE
+54.6%
-59.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.2% |
| 7D | +6.7% | -14.1% | +20.7% | +6.6% |
| 30D | +13.5% | -11.6% | +25.1% | +13.5% |
| 3M | +3.9% | 0.0% | +3.9% | +3.8% |
| 6M | -6.0% | -8.4% | +2.4% | -6.0% |
| YTD | +2.5% | +65.9% | -63.4% | +1.5% |
| 1Y | +3.9% | +69.4% | -65.5% | +3.1% |
| All | -4.6% | +54.6% | -59.2% | -9.1% |
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