+41.9%
CVX vs PEP
-12.8%
+54.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +3.3% | -1.4% | +4.7% | +3.6% |
| 30D | +12.9% | +0.2% | +12.6% | +12.8% |
| 3M | +11.7% | -1.1% | +12.8% | +11.8% |
| 6M | +14.1% | -13.5% | +27.6% | +16.8% |
| YTD | +40.7% | -1.2% | +41.9% | +40.5% |
| 1Y | +37.5% | -1.6% | +39.1% | +37.3% |
| All | +41.9% | -12.8% | +54.7% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling