+167.0%
CVX vs PBR
+552.2%
-385.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | +2.6% | +5.4% | -2.8% | +0.8% |
| 30D | +9.8% | +22.9% | -13.0% | +2.3% |
| 3M | +16.2% | +19.6% | -3.4% | +9.2% |
| 6M | +13.6% | +16.5% | -2.9% | +7.5% |
| YTD | +44.4% | +86.7% | -42.3% | +16.8% |
| 1Y | +40.6% | +74.7% | -34.1% | +16.0% |
| 3Y | +48.2% | +102.6% | -54.4% | +14.5% |
| All | +167.0% | +552.2% | -385.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling