+125.6%
CVX vs PCOR
-19.6%
+145.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -9.7% | +22.7% | -32.5% | -11.1% |
| 30D | +3.6% | +37.5% | -33.8% | +1.2% |
| 3M | +13.3% | +35.2% | -21.9% | +10.7% |
| 6M | +16.9% | +42.2% | -25.4% | +13.4% |
| YTD | +43.4% | +3.6% | +39.8% | +42.3% |
| 1Y | +44.5% | -4.8% | +49.2% | +44.5% |
| 3Y | +64.0% | +48.3% | +15.6% | +56.7% |
| All | +125.6% | -19.6% | +145.3% | +115.2% |
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