+1,153.1%
CVX vs PFG
+1,008.7%
+144.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -6.2% | +3.0% | -9.2% | -7.3% |
| 30D | -0.4% | +8.2% | -8.5% | -3.1% |
| 3M | +9.3% | +2.7% | +6.6% | +7.9% |
| 6M | +18.4% | +17.2% | +1.2% | +11.6% |
| YTD | +42.5% | +34.8% | +7.7% | +27.5% |
| 1Y | +41.0% | +43.6% | -2.5% | +23.5% |
| 3Y | +67.5% | +85.4% | -17.9% | +33.5% |
| 5Y | +126.1% | +102.2% | +23.9% | +72.5% |
| 10Y | +198.8% | +190.2% | +8.6% | +98.1% |
| All | +1,153.1% | +1,008.7% | +144.4% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling