+214.5%
CVX vs PFE
+46.7%
+167.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | -1.7% | +5.1% | +4.0% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | +12.2% | +9.4% | +2.8% | +8.6% |
| 6M | +20.3% | +14.9% | +5.5% | +14.4% |
| YTD | +48.3% | +23.8% | +24.5% | +36.6% |
| 1Y | +46.9% | +19.5% | +27.4% | +36.8% |
| 3Y | +73.1% | +21.0% | +52.1% | +56.7% |
| 5Y | +135.2% | -23.9% | +159.1% | +148.5% |
| All | +214.5% | +46.7% | +167.9% | +131.4% |
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