+171.5%
PPL vs CVE
+67.4%
+104.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.7% | +0.9% |
| 7D | +1.8% | -12.1% | +13.9% | +3.2% |
| 30D | +8.4% | -9.8% | +18.2% | +9.5% |
| 3M | +2.4% | -0.7% | +3.1% | +2.2% |
| 6M | -4.0% | -4.3% | +0.4% | -4.0% |
| YTD | +4.5% | +70.6% | -66.1% | -2.6% |
| 1Y | +1.7% | +73.2% | -71.4% | -5.4% |
| 3Y | +55.5% | +60.3% | -4.8% | +43.9% |
| 5Y | +47.0% | +159.3% | -112.3% | +25.3% |
| 10Y | +62.4% | +147.4% | -85.1% | +23.1% |
| All | +171.5% | +67.4% | +104.2% | +103.3% |
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