+48.2%
CVX vs PG
+2.5%
+45.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +9.8% | +0.8% | +9.0% | +9.8% |
| 3M | +16.2% | -1.3% | +17.5% | +16.2% |
| 6M | +13.6% | -3.8% | +17.4% | +14.2% |
| YTD | +44.4% | +3.6% | +40.7% | +43.3% |
| 1Y | +40.6% | -5.7% | +46.3% | +41.2% |
| 3Y | +48.2% | +1.6% | +46.6% | +40.2% |
| All | +48.2% | +2.5% | +45.7% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 3y: compounded portfolio wealth divided by compounded PG 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…
3y analysis · Full analysis span regression · 6 months rolling