+4,733.6%
CVX vs PH
+25,027.9%
-20,294.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -2.4% |
| 7D | -7.5% | +3.0% | -10.5% | -8.5% |
| 30D | -0.6% | -0.6% | +0.1% | -0.7% |
| 3M | +14.0% | -10.7% | +24.7% | +18.1% |
| 6M | +18.1% | +9.1% | +9.1% | +12.9% |
| YTD | +42.2% | +9.5% | +32.7% | +34.1% |
| 1Y | +41.3% | +14.0% | +27.3% | +31.1% |
| 3Y | +68.3% | +138.9% | -70.5% | +14.9% |
| 5Y | +122.0% | +209.1% | -87.1% | +34.0% |
| 10Y | +198.6% | +737.3% | -538.7% | +23.8% |
| All | +4,733.6% | +25,027.9% | -20,294.3% | +850.1% |
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