+1,137.6%
CVX vs PFG
+1,015.3%
+122.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | +3.3% | +5.5% | -2.2% | +1.4% |
| 30D | +12.9% | +2.4% | +10.5% | +11.8% |
| 3M | +11.7% | +13.6% | -1.9% | +6.8% |
| 6M | +14.1% | +27.9% | -13.7% | +4.5% |
| YTD | +40.7% | +35.6% | +5.1% | +26.0% |
| 1Y | +37.5% | +48.5% | -11.0% | +19.1% |
| 3Y | +43.9% | +66.9% | -22.9% | +18.9% |
| 5Y | +161.5% | +111.0% | +50.5% | +97.2% |
| 10Y | +215.1% | +244.5% | -29.4% | +99.9% |
| All | +1,137.6% | +1,015.3% | +122.3% | +388.1% |
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