+198.8%
CVX vs PEP
+83.1%
+115.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -6.2% | +4.6% | -10.9% | -8.1% |
| 30D | -0.4% | +14.0% | -14.4% | -6.1% |
| 3M | +9.3% | +5.4% | +3.9% | +6.5% |
| 6M | +18.4% | -5.1% | +23.5% | +20.4% |
| YTD | +42.5% | +3.1% | +39.3% | +38.8% |
| 1Y | +41.0% | +4.8% | +36.3% | +36.3% |
| 3Y | +67.5% | -4.1% | +71.6% | +65.4% |
| 5Y | +126.1% | +3.0% | +123.2% | +108.9% |
| 10Y | +198.8% | +89.6% | +109.2% | +116.0% |
| All | +198.8% | +83.1% | +115.6% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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