+167.0%
CVX vs PFG
+111.7%
+55.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -0.6% | +6.0% | -6.6% | -2.8% |
| 30D | +13.4% | +2.2% | +11.2% | +12.3% |
| 3M | +11.8% | +10.4% | +1.5% | +7.3% |
| 6M | +12.4% | +27.8% | -15.3% | +1.5% |
| YTD | +41.5% | +33.6% | +7.9% | +24.9% |
| 1Y | +41.6% | +49.3% | -7.7% | +18.8% |
| 3Y | +42.2% | +69.7% | -27.5% | +11.2% |
| All | +167.0% | +111.7% | +55.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling