+37.5%
CVX vs PFGC
-5.1%
+42.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +3.3% | -2.2% | +5.5% | +3.1% |
| 30D | +12.9% | -11.9% | +24.8% | +11.6% |
| 3M | +11.7% | +5.0% | +6.7% | +12.3% |
| 6M | +14.1% | +8.6% | +5.5% | +15.7% |
| YTD | +40.7% | +9.7% | +31.0% | +40.7% |
| 1Y | +37.5% | -6.3% | +43.8% | +40.6% |
| All | +37.5% | -5.1% | +42.6% | +40.6% |
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