+268.1%
PEP vs CVE
+89.9%
+178.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | +0.2% | +16.7% | -16.5% | -0.9% |
| 3M | -1.1% | +9.3% | -10.4% | -1.9% |
| 6M | -13.5% | +43.6% | -57.1% | -15.9% |
| YTD | -1.2% | +93.6% | -94.8% | -6.1% |
| 1Y | -1.6% | +98.8% | -100.3% | -6.7% |
| 3Y | -12.5% | +73.6% | -86.1% | -17.1% |
| 5Y | +3.0% | +312.5% | -309.4% | -10.6% |
| 10Y | +73.9% | +161.0% | -87.1% | +45.9% |
| All | +268.1% | +89.9% | +178.1% | +200.5% |
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