+47.0%
CVX vs PFGC
+12.5%
+34.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +13.5% | -17.2% | -1.5% |
| 7D | -5.3% | +13.9% | -19.2% | -3.1% |
| 30D | +5.1% | +18.4% | -13.3% | +8.2% |
| 3M | +14.9% | -2.5% | +17.5% | +15.8% |
| 6M | +14.9% | +26.0% | -11.2% | +19.4% |
| YTD | +46.3% | +21.9% | +24.5% | +49.6% |
| 1Y | +47.0% | +13.4% | +33.6% | +51.5% |
| All | +47.0% | +12.5% | +34.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling