+214.5%
CVX vs PEP
+92.7%
+121.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | +3.4% | +2.9% | +0.5% | +2.2% |
| 30D | -1.0% | +12.5% | -13.5% | -6.1% |
| 3M | +12.2% | +4.5% | +7.7% | +9.7% |
| 6M | +20.3% | -0.5% | +20.8% | +19.9% |
| YTD | +48.3% | +4.4% | +43.9% | +43.7% |
| 1Y | +46.9% | +4.4% | +42.6% | +42.3% |
| 3Y | +73.1% | -3.4% | +76.5% | +70.5% |
| 5Y | +135.2% | +5.2% | +130.1% | +114.9% |
| All | +214.5% | +92.7% | +121.8% | +127.4% |
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