+56.9%
PPL vs CVE
+59.0%
-2.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.7% | 0.0% |
| 7D | +1.8% | -12.1% | +13.9% | +1.8% |
| 30D | +8.4% | -9.8% | +18.2% | +8.4% |
| 3M | +2.4% | -0.7% | +3.1% | +2.3% |
| 6M | -4.0% | -4.3% | +0.4% | -4.0% |
| YTD | +4.5% | +70.6% | -66.1% | +2.9% |
| 1Y | +1.7% | +73.2% | -71.4% | +0.2% |
| All | +56.9% | +59.0% | -2.1% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling