+4,683.6%
CVX vs PCG
+103.4%
+4,580.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +3.3% | -13.9% | +17.2% | +5.0% |
| 30D | +12.9% | -16.9% | +29.7% | +15.1% |
| 3M | +11.7% | -14.7% | +26.5% | +13.5% |
| 6M | +14.1% | -23.8% | +38.0% | +17.6% |
| YTD | +40.7% | -10.5% | +51.2% | +41.6% |
| 1Y | +37.5% | -5.1% | +42.6% | +37.0% |
| 3Y | +43.9% | -11.6% | +55.5% | +43.7% |
| 5Y | +161.5% | +59.0% | +102.5% | +138.7% |
| 10Y | +215.1% | -75.7% | +290.9% | +224.8% |
| All | +4,683.6% | +103.4% | +4,580.2% | +2,561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling