+64.0%
CVX vs PCOR
+43.8%
+20.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -9.7% | +22.7% | -32.5% | -11.2% |
| 30D | +3.6% | +37.5% | -33.8% | +0.9% |
| 3M | +13.3% | +35.2% | -21.9% | +10.2% |
| 6M | +16.9% | +42.2% | -25.4% | +12.8% |
| YTD | +43.4% | +3.6% | +39.8% | +43.5% |
| 1Y | +44.5% | -4.8% | +49.2% | +46.5% |
| 3Y | +64.0% | +48.3% | +15.6% | +51.3% |
| All | +64.0% | +43.8% | +20.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling