+141.2%
CVX vs PDD
+200.9%
-59.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.7% |
| 7D | -0.6% | -4.1% | +3.5% | -0.4% |
| 30D | +13.4% | -13.1% | +26.5% | +14.1% |
| 3M | +11.8% | -3.5% | +15.3% | +11.9% |
| 6M | +12.4% | -21.8% | +34.2% | +13.5% |
| YTD | +41.5% | -29.7% | +71.2% | +43.4% |
| 1Y | +41.6% | -36.2% | +77.8% | +44.2% |
| 3Y | +42.2% | -16.4% | +58.6% | +41.4% |
| 5Y | +166.0% | -23.8% | +189.8% | +161.6% |
| All | +141.2% | +200.9% | -59.7% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling