+4,782.9%
CVX vs PEP
+3,293.5%
+1,489.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -8.0% | +6.7% | -14.7% | -10.0% |
| 30D | +2.6% | +13.5% | -10.9% | -1.8% |
| 3M | +15.2% | +3.9% | +11.3% | +13.5% |
| 6M | +12.5% | -6.0% | +18.5% | +14.2% |
| YTD | +43.6% | +2.5% | +41.1% | +41.3% |
| 1Y | +45.0% | +3.9% | +41.0% | +41.9% |
| 3Y | +63.5% | -4.7% | +68.2% | +62.7% |
| 5Y | +126.8% | +1.1% | +125.7% | +118.9% |
| 10Y | +209.8% | +83.8% | +126.0% | +146.2% |
| All | +4,782.9% | +3,293.5% | +1,489.5% | +1,980.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling