+217.2%
CVX vs PEG
+148.3%
+68.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +9.1% | -2.8% | +11.9% | +10.5% |
| 3M | +13.1% | -6.9% | +20.0% | +16.8% |
| 6M | +16.3% | -11.4% | +27.7% | +22.4% |
| YTD | +43.5% | -7.4% | +50.9% | +47.4% |
| 1Y | +40.2% | -8.3% | +48.4% | +44.2% |
| 3Y | +44.2% | +31.5% | +12.7% | +18.5% |
| 5Y | +170.6% | +38.0% | +132.7% | +110.1% |
| All | +217.2% | +148.3% | +68.9% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling