+125.6%
CVX vs PCG
+13.7%
+111.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | -9.7% | -1.6% | -8.1% | -9.5% |
| 30D | +3.6% | +1.4% | +2.2% | +3.4% |
| 3M | +13.3% | -23.4% | +36.7% | +17.2% |
| 6M | +16.9% | -19.4% | +36.3% | +19.4% |
| YTD | +43.4% | -18.5% | +61.9% | +45.2% |
| 1Y | +44.5% | -19.5% | +64.0% | +46.7% |
| 3Y | +64.0% | -21.0% | +85.0% | +64.1% |
| All | +125.6% | +13.7% | +111.9% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling