+2,060.2%
CVX vs PEGA
+1,209.2%
+851.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +3.3% | +3.3% | 0.0% | +3.1% |
| 30D | +12.9% | +17.7% | -4.9% | +11.6% |
| 3M | +11.7% | +5.8% | +5.9% | +11.0% |
| 6M | +14.1% | -20.3% | +34.4% | +15.3% |
| YTD | +40.7% | -37.1% | +77.8% | +44.0% |
| 1Y | +37.5% | -30.2% | +67.7% | +39.4% |
| 3Y | +43.9% | +48.1% | -4.2% | +36.3% |
| 5Y | +161.5% | -46.8% | +208.3% | +160.7% |
| 10Y | +215.1% | +191.3% | +23.8% | +181.8% |
| All | +2,060.2% | +1,209.2% | +851.0% | +1,564.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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