+198.8%
CVX vs PCAR
+292.6%
-93.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -6.2% | +3.8% | -10.1% | -8.0% |
| 30D | -0.4% | -2.0% | +1.6% | +0.2% |
| 3M | +9.3% | -19.1% | +28.4% | +20.1% |
| 6M | +18.4% | -6.8% | +25.2% | +20.1% |
| YTD | +42.5% | -2.5% | +44.9% | +39.1% |
| 1Y | +41.0% | +9.7% | +31.4% | +29.0% |
| 3Y | +67.5% | +34.0% | +33.6% | +31.0% |
| 5Y | +126.1% | +113.3% | +12.8% | +28.2% |
| 10Y | +198.8% | +278.2% | -79.4% | +19.0% |
| All | +198.8% | +292.6% | -93.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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