+265.2%
PFE vs CVE
+67.4%
+197.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.3% | +3.4% |
| 7D | +4.6% | -12.1% | +16.6% | +5.9% |
| 30D | +12.3% | -9.8% | +22.1% | +13.4% |
| 3M | +21.2% | -0.7% | +21.9% | +20.9% |
| 6M | +21.1% | -4.3% | +25.4% | +21.0% |
| YTD | +30.0% | +70.6% | -40.6% | +21.6% |
| 1Y | +35.6% | +73.2% | -37.6% | +26.5% |
| 3Y | +19.5% | +60.3% | -40.9% | +10.9% |
| 5Y | -9.3% | +159.3% | -168.6% | -22.2% |
| 10Y | +70.4% | +147.4% | -77.0% | +33.7% |
| All | +265.2% | +67.4% | +197.9% | +191.3% |
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