+41.6%
CVX vs PCG
-0.4%
+42.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.6% |
| 7D | -0.6% | +5.4% | -6.0% | -0.5% |
| 30D | +13.4% | -15.1% | +28.6% | +13.0% |
| 3M | +11.8% | -9.8% | +21.6% | +11.1% |
| 6M | +12.4% | -18.0% | +30.5% | +12.0% |
| YTD | +41.5% | -7.2% | +48.7% | +37.0% |
| 1Y | +41.6% | +2.9% | +38.7% | +36.9% |
| All | +41.6% | -0.4% | +42.0% | +36.9% |
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