+37.5%
CVX vs PCG
-6.6%
+44.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.2% |
| 7D | +3.3% | -13.9% | +17.2% | +3.0% |
| 30D | +12.9% | -16.9% | +29.7% | +12.4% |
| 3M | +11.7% | -14.7% | +26.5% | +11.0% |
| 6M | +14.1% | -23.8% | +38.0% | +14.3% |
| YTD | +40.7% | -10.5% | +51.2% | +36.2% |
| 1Y | +37.5% | -5.1% | +42.6% | +32.6% |
| All | +37.5% | -6.6% | +44.1% | +32.6% |
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