+237.5%
PFE vs CVE
+89.9%
+147.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.5% |
| 30D | +10.2% | +16.7% | -6.5% | +8.4% |
| 3M | +12.7% | +9.3% | +3.4% | +11.4% |
| 6M | +10.5% | +43.6% | -33.1% | +5.8% |
| YTD | +20.2% | +93.6% | -73.4% | +11.1% |
| 1Y | +24.1% | +98.8% | -74.7% | +14.2% |
| 3Y | -3.6% | +73.6% | -77.2% | -11.1% |
| 5Y | -20.9% | +312.5% | -333.3% | -35.8% |
| 10Y | +35.8% | +161.0% | -125.2% | +6.6% |
| All | +237.5% | +89.9% | +147.5% | +166.1% |
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 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