+4,683.6%
CVX vs PEP
+3,172.7%
+1,510.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +3.3% | -1.4% | +4.7% | +3.8% |
| 30D | +12.9% | +0.2% | +12.6% | +12.7% |
| 3M | +11.7% | -1.1% | +12.8% | +11.8% |
| 6M | +14.1% | -13.5% | +27.6% | +19.2% |
| YTD | +40.7% | -1.2% | +41.9% | +40.4% |
| 1Y | +37.5% | -1.6% | +39.1% | +37.0% |
| 3Y | +43.9% | -12.5% | +56.5% | +47.5% |
| 5Y | +161.5% | +3.0% | +158.4% | +151.0% |
| 10Y | +215.1% | +73.9% | +141.2% | +155.4% |
| All | +4,683.6% | +3,172.7% | +1,510.9% | +1,966.5% |
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