+207.2%
CVX vs PFE
+32.9%
+174.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +13.4% | +3.8% | +9.6% | +12.0% |
| 3M | +11.8% | +10.4% | +1.5% | +8.0% |
| 6M | +12.4% | +6.3% | +6.2% | +9.6% |
| YTD | +41.5% | +17.4% | +24.1% | +33.0% |
| 1Y | +41.6% | +21.1% | +20.5% | +30.8% |
| 3Y | +42.2% | -1.6% | +43.8% | +39.6% |
| 5Y | +166.0% | -22.2% | +188.1% | +173.7% |
| 10Y | +207.2% | +32.9% | +174.3% | +150.3% |
| All | +207.2% | +32.9% | +174.3% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling