+170.6%
CVX vs PNR
-21.1%
+191.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.7% | -5.5% | +6.2% | +1.4% |
| 30D | +9.1% | -15.6% | +24.7% | +11.6% |
| 3M | +13.1% | -20.2% | +33.3% | +16.1% |
| 6M | +16.3% | -36.6% | +52.9% | +23.5% |
| YTD | +43.5% | -45.0% | +88.5% | +56.2% |
| 1Y | +40.2% | -47.4% | +87.6% | +53.8% |
| 3Y | +44.2% | -13.7% | +58.0% | +41.9% |
| 5Y | +170.6% | -20.8% | +191.4% | +161.5% |
| All | +170.6% | -21.1% | +191.7% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling