+31.7%
PG vs CVE
+135.1%
-103.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.9% | -10.1% | +13.0% | +2.7% |
| 30D | +12.0% | -12.1% | +24.1% | +11.8% |
| 3M | +16.2% | -1.9% | +18.1% | +16.1% |
| 6M | +16.6% | -1.8% | +18.4% | +16.5% |
| YTD | +20.9% | +65.8% | -44.9% | +19.9% |
| 1Y | +17.8% | +60.8% | -43.0% | +17.0% |
| 3Y | +21.2% | +70.1% | -48.9% | +19.2% |
| 5Y | +31.7% | +134.8% | -103.1% | +28.0% |
| All | +31.7% | +135.1% | -103.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling