+1,259.1%
CVX vs PBR
+1,873.9%
-614.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.0% | +0.3% | +0.6% | +0.8% |
| 30D | +10.7% | +17.5% | -6.9% | +4.9% |
| 3M | +15.5% | +20.9% | -5.4% | +8.5% |
| 6M | +14.9% | +20.2% | -5.4% | +7.9% |
| YTD | +44.2% | +84.3% | -40.1% | +17.8% |
| 1Y | +43.5% | +77.1% | -33.6% | +18.4% |
| 3Y | +45.0% | +100.8% | -55.8% | +12.9% |
| 5Y | +172.2% | +556.1% | -384.0% | +38.9% |
| 10Y | +221.9% | +676.1% | -454.2% | +35.7% |
| All | +1,259.1% | +1,873.9% | -614.8% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling