+152.6%
CVX vs PCOR
-9.2%
+161.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -6.2% | +20.7% | -27.0% | -7.5% |
| 30D | -0.4% | +35.7% | -36.0% | -2.5% |
| 3M | +9.3% | +31.1% | -21.7% | +7.0% |
| 6M | +18.4% | +43.1% | -24.7% | +14.9% |
| YTD | +42.5% | +4.8% | +37.6% | +41.2% |
| 1Y | +41.0% | -3.7% | +44.7% | +40.8% |
| 3Y | +67.5% | +46.5% | +21.0% | +60.3% |
| 5Y | +126.1% | -17.3% | +143.4% | +116.7% |
| All | +152.6% | -9.2% | +161.8% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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