+60.6%
PFE vs CVE
+136.1%
-75.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | -3.7% | -16.1% | +12.4% | -2.4% |
| 30D | +5.0% | -10.4% | +15.3% | +5.8% |
| 3M | +12.2% | -2.4% | +14.5% | +12.1% |
| 6M | +14.6% | -4.4% | +19.0% | +14.5% |
| YTD | +24.1% | +64.9% | -40.8% | +18.1% |
| 1Y | +26.6% | +66.0% | -39.5% | +20.3% |
| 3Y | +14.3% | +57.7% | -43.3% | +7.9% |
| 5Y | -21.9% | +144.7% | -166.6% | -30.3% |
| All | +60.6% | +136.1% | -75.5% | +30.6% |
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