+40.8%
CVX vs PEP
+2.0%
+38.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +13.4% | +0.7% | +12.8% | +13.4% |
| 3M | +11.8% | -0.5% | +12.4% | +11.9% |
| 6M | +12.4% | -11.3% | +23.7% | +13.9% |
| YTD | +41.5% | -0.6% | +42.1% | +41.8% |
| All | +40.8% | +2.0% | +38.8% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling