+54.2%
PPL vs CVE
+159.5%
-105.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | +0.5% | +16.7% | -16.3% | -1.1% |
| 3M | +0.7% | +9.3% | -8.6% | -0.4% |
| 6M | -7.6% | +43.6% | -51.2% | -11.3% |
| YTD | +1.8% | +93.6% | -91.8% | -5.4% |
| 1Y | -0.8% | +98.8% | -99.5% | -8.1% |
| 3Y | +56.9% | +73.6% | -16.7% | +45.5% |
| 5Y | +39.5% | +312.5% | -273.0% | +14.8% |
| All | +54.2% | +159.5% | -105.3% | +13.4% |
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