+166.0%
CVX vs PEP
+5.3%
+160.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 3M | +11.8% | -0.5% | +12.4% | +11.8% |
| 6M | +12.4% | -11.3% | +23.7% | +14.8% |
| YTD | +41.5% | -0.6% | +42.1% | +41.2% |
| 1Y | +41.6% | +1.7% | +39.9% | +40.5% |
| 3Y | +42.2% | -12.5% | +54.7% | +44.2% |
| 5Y | +166.0% | +3.9% | +162.1% | +159.7% |
| All | +166.0% | +5.3% | +160.7% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling