+282.2%
PG vs CVE
+89.9%
+192.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | +1.9% | +2.5% | -0.7% | +1.7% |
| 30D | -0.2% | +16.7% | -17.0% | -1.1% |
| 3M | +4.8% | +9.3% | -4.5% | +4.2% |
| 6M | -6.1% | +43.6% | -49.7% | -8.2% |
| YTD | +4.5% | +93.6% | -89.1% | +0.2% |
| 1Y | -5.3% | +98.8% | -104.1% | -9.4% |
| 3Y | +2.6% | +73.6% | -71.0% | -1.8% |
| 5Y | +15.6% | +312.5% | -296.9% | +2.8% |
| 10Y | +118.0% | +161.0% | -43.0% | +89.3% |
| All | +282.2% | +89.9% | +192.3% | +226.6% |
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 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