+35.6%
PFE vs CVE
+73.4%
-37.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +2.4% |
| 7D | +4.6% | -12.1% | +16.6% | +4.2% |
| 30D | +12.3% | -9.8% | +22.1% | +12.0% |
| 3M | +21.2% | -0.7% | +21.9% | +20.6% |
| 6M | +21.1% | -4.3% | +25.4% | +20.1% |
| YTD | +30.0% | +70.6% | -40.6% | +20.5% |
| 1Y | +35.6% | +73.2% | -37.6% | +25.8% |
| All | +35.6% | +73.4% | -37.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling