+154.6%
CVX vs PCOR
-10.0%
+164.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -8.0% | +23.7% | -31.7% | -9.4% |
| 30D | +2.6% | +39.0% | -36.4% | +0.2% |
| 3M | +15.2% | +35.8% | -20.5% | +12.5% |
| 6M | +12.5% | +38.2% | -25.7% | +9.5% |
| YTD | +43.6% | +3.9% | +39.7% | +42.4% |
| 1Y | +45.0% | +5.7% | +39.3% | +43.4% |
| 3Y | +63.5% | +44.8% | +18.8% | +56.6% |
| 5Y | +126.8% | -19.8% | +146.5% | +117.8% |
| All | +154.6% | -10.0% | +164.6% | +146.1% |
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