+163.0%
CVX vs PCOR
-7.6%
+170.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +3.4% | +3.0% | +0.4% | +3.2% |
| 30D | -1.0% | +38.7% | -39.6% | -3.3% |
| 3M | +12.2% | +24.9% | -12.7% | +10.3% |
| 6M | +20.3% | +68.8% | -48.4% | +15.3% |
| YTD | +48.3% | +6.7% | +41.6% | +46.8% |
| 1Y | +46.9% | +3.0% | +43.9% | +45.9% |
| 3Y | +73.1% | +48.6% | +24.5% | +65.5% |
| 5Y | +135.2% | -12.7% | +147.9% | +124.7% |
| All | +163.0% | -7.6% | +170.6% | +153.7% |
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