+41.9%
CVX vs PFE
+0.1%
+41.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.1% |
| 7D | +3.3% | +1.8% | +1.6% | +3.1% |
| 30D | +12.9% | +10.2% | +2.7% | +11.2% |
| 3M | +11.7% | +12.7% | -1.0% | +9.6% |
| 6M | +14.1% | +10.5% | +3.6% | +12.0% |
| YTD | +40.7% | +20.2% | +20.5% | +35.9% |
| 1Y | +37.5% | +24.1% | +13.4% | +31.5% |
| All | +41.9% | +0.1% | +41.8% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling