+126.0%
CVX vs PEP
+1.2%
+124.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -8.0% | +6.7% | -14.7% | -9.1% |
| 30D | +2.6% | +13.5% | -10.9% | +0.2% |
| 3M | +15.2% | +3.9% | +11.3% | +14.2% |
| 6M | +12.5% | -6.0% | +18.5% | +13.5% |
| YTD | +43.6% | +2.5% | +41.1% | +42.3% |
| 1Y | +45.0% | +3.9% | +41.0% | +43.3% |
| 3Y | +63.5% | -4.7% | +68.2% | +62.9% |
| All | +126.0% | +1.2% | +124.7% | +120.9% |
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