+47.0%
CVX vs PCG
-14.1%
+61.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.6% |
| 7D | -5.3% | +1.9% | -7.2% | -5.2% |
| 30D | +5.1% | +8.5% | -3.4% | +5.5% |
| 3M | +14.9% | -22.9% | +37.8% | +14.3% |
| 6M | +14.9% | -16.8% | +31.6% | +13.6% |
| YTD | +46.3% | -15.8% | +62.1% | +39.0% |
| 1Y | +47.0% | -16.0% | +63.0% | +39.0% |
| All | +47.0% | -14.1% | +61.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling