+219.2%
CVX vs PNR
+66.2%
+153.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -6.0% | +8.6% | +5.1% |
| 30D | +9.8% | -14.0% | +23.8% | +16.4% |
| 3M | +16.2% | -21.7% | +37.9% | +26.3% |
| 6M | +13.6% | -37.3% | +50.9% | +34.2% |
| YTD | +44.4% | -45.1% | +89.5% | +79.6% |
| 1Y | +40.6% | -49.1% | +89.7% | +80.7% |
| 3Y | +48.2% | -14.8% | +63.0% | +42.8% |
| 5Y | +172.3% | -21.0% | +193.3% | +166.7% |
| All | +219.2% | +66.2% | +153.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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