+214.5%
CVX vs PCG
-76.0%
+290.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.5% |
| 7D | +3.4% | +2.2% | +1.3% | +3.2% |
| 30D | -1.0% | +0.8% | -1.7% | -1.1% |
| 3M | +12.2% | -23.8% | +36.0% | +14.3% |
| 6M | +20.3% | -19.6% | +40.0% | +22.0% |
| YTD | +48.3% | -16.7% | +65.0% | +49.6% |
| 1Y | +46.9% | -19.4% | +66.3% | +48.6% |
| 3Y | +73.1% | -18.3% | +91.4% | +74.1% |
| 5Y | +135.2% | +10.4% | +124.8% | +129.8% |
| All | +214.5% | -76.0% | +290.5% | +200.7% |
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