+710.0%
PH vs CVE
+144.4%
+565.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | +6.9% | +0.1% | +6.8% | +6.9% |
| 30D | +1.7% | -10.8% | +12.5% | +4.8% |
| 3M | -8.1% | -4.3% | -3.8% | -7.5% |
| 6M | +11.5% | -1.5% | +13.0% | +10.3% |
| YTD | +11.4% | +70.7% | -59.3% | -7.6% |
| 1Y | +14.1% | +58.1% | -44.0% | -3.3% |
| 3Y | +138.2% | +69.8% | +68.4% | +93.0% |
| 5Y | +216.0% | +148.9% | +67.1% | +118.0% |
| 10Y | +710.0% | +143.5% | +566.4% | +302.4% |
| All | +710.0% | +144.4% | +565.6% | +302.4% |
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