+198.8%
CVX vs PM
+242.6%
-43.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -6.2% | -6.6% | +0.4% | -3.6% |
| 30D | -0.4% | -3.4% | +3.1% | +0.9% |
| 3M | +9.3% | +5.3% | +4.0% | +6.6% |
| 6M | +18.4% | +15.5% | +2.9% | +10.3% |
| YTD | +42.5% | +24.3% | +18.2% | +27.4% |
| 1Y | +41.0% | +29.7% | +11.4% | +23.5% |
| 3Y | +67.5% | +144.9% | -77.4% | +1.4% |
| 5Y | +126.1% | +159.0% | -32.9% | +29.2% |
| 10Y | +198.8% | +250.9% | -52.2% | +42.1% |
| All | +198.8% | +242.6% | -43.8% | +42.1% |
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