+128.3%
CVX vs PCOR
-15.7%
+144.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | -0.8% | +37.9% | -38.7% | -3.1% |
| 3M | +9.4% | +32.0% | -22.6% | +7.1% |
| 6M | +17.5% | +54.7% | -37.2% | +13.3% |
| YTD | +43.8% | +6.6% | +37.3% | +42.5% |
| 1Y | +41.9% | -1.7% | +43.6% | +41.6% |
| 3Y | +69.1% | +49.0% | +20.2% | +61.6% |
| 5Y | +128.3% | -12.5% | +140.8% | +116.4% |
| All | +128.3% | -15.7% | +144.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling