+166.7%
PG vs CVE
+132.7%
+34.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +4.1% | -10.0% | +14.1% | +4.4% |
| 30D | +12.3% | -11.9% | +24.1% | +12.6% |
| 3M | +15.9% | -5.9% | +21.9% | +16.0% |
| 6M | +16.8% | -1.6% | +18.4% | +16.6% |
| YTD | +21.1% | +66.3% | -45.2% | +18.2% |
| 1Y | +19.3% | +57.5% | -38.2% | +16.6% |
| 3Y | +20.6% | +65.4% | -44.8% | +16.9% |
| 5Y | +30.7% | +144.2% | -113.5% | +23.0% |
| 10Y | +166.7% | +135.5% | +31.2% | +137.5% |
| All | +166.7% | +132.7% | +34.0% | +137.5% |
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