+40.2%
CVX vs PFGC
-9.2%
+49.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | +0.7% | -4.8% | +5.5% | +0.2% |
| 30D | +9.1% | -17.2% | +26.3% | +7.2% |
| 3M | +13.1% | -6.3% | +19.4% | +12.5% |
| 6M | +16.3% | +8.8% | +7.4% | +17.1% |
| YTD | +43.5% | +4.9% | +38.6% | +42.9% |
| 1Y | +40.2% | -9.5% | +49.6% | +42.7% |
| All | +40.2% | -9.2% | +49.4% | +42.7% |
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