-20.6%
PFE vs CVE
+148.3%
-168.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.8% |
| 7D | -0.2% | -14.1% | +13.8% | +0.4% |
| 30D | +8.7% | -11.6% | +20.3% | +9.2% |
| 3M | +15.8% | 0.0% | +15.7% | +15.5% |
| 6M | +16.8% | -8.4% | +25.2% | +16.9% |
| YTD | +26.2% | +65.9% | -39.7% | +21.6% |
| 1Y | +29.9% | +69.4% | -39.5% | +25.1% |
| 3Y | +15.9% | +55.9% | -40.0% | +10.2% |
| 5Y | -20.6% | +146.2% | -166.8% | -16.6% |
| All | -20.6% | +148.3% | -168.9% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling