+117.2%
PG vs CVE
+167.0%
-49.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -3.4% | +2.0% | -5.4% | -3.5% |
| 30D | -2.6% | +13.2% | -15.8% | -3.0% |
| 3M | -3.3% | +21.7% | -25.0% | -4.1% |
| 6M | -6.7% | +48.4% | -55.1% | -8.3% |
| YTD | +1.7% | +100.1% | -98.4% | -1.2% |
| 1Y | -7.9% | +107.8% | -115.8% | -10.8% |
| 3Y | +0.9% | +76.9% | -76.0% | -2.2% |
| 5Y | +12.6% | +346.2% | -333.6% | +3.1% |
| 10Y | +117.2% | +173.5% | -56.3% | +90.6% |
| All | +117.2% | +167.0% | -49.8% | +90.6% |
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