+47.0%
CVX vs PEG
-6.2%
+53.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.7% |
| 7D | -5.3% | +1.0% | -6.4% | -5.3% |
| 30D | +5.1% | +6.6% | -1.5% | +5.1% |
| 3M | +14.9% | -3.1% | +18.1% | +15.0% |
| 6M | +14.9% | -7.4% | +22.2% | +15.3% |
| YTD | +46.3% | -6.4% | +52.8% | +44.3% |
| 1Y | +47.0% | -7.4% | +54.5% | +45.3% |
| All | +47.0% | -6.2% | +53.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling