+198.6%
CVX vs PCG
-77.2%
+275.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -7.5% | -1.1% | -6.4% | -7.4% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | +14.0% | -24.4% | +38.4% | +16.2% |
| 6M | +18.1% | -17.7% | +35.8% | +19.5% |
| YTD | +42.2% | -17.4% | +59.6% | +43.5% |
| 1Y | +41.3% | -19.4% | +60.7% | +43.0% |
| 3Y | +68.3% | -18.6% | +86.9% | +69.3% |
| 5Y | +122.0% | +10.2% | +111.8% | +116.9% |
| 10Y | +198.6% | -76.7% | +275.2% | +184.3% |
| All | +198.6% | -77.2% | +275.8% | +184.3% |
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