+165.5%
PG vs CVE
+147.6%
+17.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +0.6% | +4.6% | -4.1% | +0.4% |
| 30D | +10.5% | -12.0% | +22.5% | +10.9% |
| 3M | +17.4% | -3.8% | +21.2% | +17.4% |
| 6M | +18.4% | -2.7% | +21.1% | +18.3% |
| YTD | +20.7% | +73.6% | -52.9% | +17.6% |
| 1Y | +16.8% | +62.0% | -45.2% | +14.1% |
| 3Y | +20.1% | +72.7% | -52.6% | +16.3% |
| 5Y | +30.4% | +153.9% | -123.5% | +22.6% |
| All | +165.5% | +147.6% | +17.9% | +136.1% |
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 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