+221.9%
CVX vs PM
+202.2%
+19.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.0% | -1.2% | +2.1% | +1.5% |
| 30D | +10.7% | -0.2% | +10.8% | +10.6% |
| 3M | +15.5% | +4.9% | +10.6% | +12.5% |
| 6M | +14.9% | +9.0% | +5.8% | +9.4% |
| YTD | +44.2% | +17.8% | +26.4% | +32.2% |
| 1Y | +43.5% | +16.8% | +26.7% | +31.5% |
| 3Y | +45.0% | +125.4% | -80.5% | -8.5% |
| 5Y | +172.2% | +128.7% | +43.5% | +66.5% |
| 10Y | +221.9% | +211.8% | +10.1% | +57.0% |
| All | +221.9% | +202.2% | +19.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling