+47.0%
CVX vs PH
+20.3%
+26.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -4.4% |
| 7D | -5.3% | -0.2% | -5.2% | -5.3% |
| 30D | +5.1% | -6.7% | +11.8% | +3.8% |
| 3M | +14.9% | -8.1% | +23.1% | +13.2% |
| 6M | +14.9% | +5.3% | +9.5% | +17.3% |
| YTD | +46.3% | +4.2% | +42.1% | +47.2% |
| 1Y | +47.0% | +19.3% | +27.7% | +47.4% |
| All | +47.0% | +20.3% | +26.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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