+167.0%
CVX vs PGR
+159.7%
+7.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +9.8% | +4.9% | +4.9% | +8.7% |
| 3M | +16.2% | +7.6% | +8.6% | +14.0% |
| 6M | +13.6% | +8.3% | +5.4% | +11.2% |
| YTD | +44.4% | +1.7% | +42.6% | +43.0% |
| 1Y | +40.6% | -6.8% | +47.4% | +41.8% |
| 3Y | +48.2% | +73.4% | -25.3% | +27.7% |
| All | +167.0% | +159.7% | +7.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling