+64.0%
CVX vs PFE
+13.8%
+50.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | -9.7% | -3.7% | -6.0% | -9.2% |
| 30D | +3.6% | +5.0% | -1.3% | +2.9% |
| 3M | +13.3% | +12.2% | +1.2% | +11.3% |
| 6M | +16.9% | +14.6% | +2.3% | +14.3% |
| YTD | +43.4% | +24.1% | +19.3% | +37.8% |
| 1Y | +44.5% | +26.6% | +17.9% | +38.2% |
| 3Y | +64.0% | +14.3% | +49.7% | +54.7% |
| All | +64.0% | +13.8% | +50.2% | +54.7% |
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