+207.2%
CVX vs PCG
-75.0%
+282.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.3% |
| 7D | -0.6% | +5.4% | -6.0% | -1.1% |
| 30D | +13.4% | -15.1% | +28.6% | +14.6% |
| 3M | +11.8% | -9.8% | +21.6% | +12.4% |
| 6M | +12.4% | -18.0% | +30.5% | +13.8% |
| YTD | +41.5% | -7.2% | +48.7% | +41.6% |
| 1Y | +41.6% | +2.9% | +38.7% | +40.3% |
| 3Y | +42.2% | -11.1% | +53.3% | +42.1% |
| 5Y | +166.0% | +61.8% | +104.2% | +152.2% |
| 10Y | +207.2% | -75.2% | +282.4% | +197.0% |
| All | +207.2% | -75.0% | +282.2% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling