+423.2%
CVX vs PM
+832.2%
-409.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -9.7% | -5.2% | -4.5% | -7.2% |
| 30D | +3.6% | +2.7% | +0.9% | +2.0% |
| 3M | +13.3% | +6.1% | +7.2% | +9.2% |
| 6M | +16.9% | +18.0% | -1.1% | +5.6% |
| YTD | +43.4% | +26.6% | +16.8% | +23.2% |
| 1Y | +44.5% | +36.7% | +7.8% | +18.6% |
| 3Y | +64.0% | +146.0% | -82.0% | -10.1% |
| 5Y | +126.4% | +164.1% | -37.7% | +15.4% |
| 10Y | +209.4% | +238.8% | -29.4% | +26.4% |
| All | +423.2% | +832.2% | -409.1% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling