+149.5%
CVX vs PCOR
-30.9%
+180.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.0% |
| 7D | +3.3% | -9.0% | +12.3% | +4.0% |
| 30D | +12.9% | +4.2% | +8.7% | +12.4% |
| 3M | +11.7% | +14.4% | -2.7% | +10.3% |
| 6M | +14.1% | +0.2% | +14.0% | +13.5% |
| YTD | +40.7% | -20.3% | +60.9% | +42.3% |
| 1Y | +37.5% | -16.1% | +53.6% | +38.2% |
| 3Y | +43.9% | -14.7% | +58.7% | +42.6% |
| 5Y | +161.5% | -43.2% | +204.6% | +156.2% |
| All | +149.5% | -30.9% | +180.4% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling