+4,743.7%
CVX vs PH
+25,253.3%
-20,509.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -6.2% | +2.1% | -8.4% | -7.0% |
| 30D | -0.4% | +0.3% | -0.6% | -0.8% |
| 3M | +9.3% | -8.8% | +18.1% | +12.4% |
| 6M | +18.4% | +10.0% | +8.3% | +12.7% |
| YTD | +42.5% | +10.5% | +32.0% | +33.9% |
| 1Y | +41.0% | +15.5% | +25.5% | +30.3% |
| 3Y | +67.5% | +136.4% | -68.8% | +14.8% |
| 5Y | +126.1% | +213.6% | -87.5% | +35.8% |
| 10Y | +198.8% | +713.9% | -515.1% | +25.0% |
| All | +4,743.7% | +25,253.3% | -20,509.6% | +849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling