+4,711.1%
CVX vs PNR
+3,553.7%
+1,157.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.3% |
| 7D | -0.6% | -3.0% | +2.4% | +0.3% |
| 30D | +13.4% | -14.9% | +28.3% | +18.7% |
| 3M | +11.8% | -19.0% | +30.9% | +17.6% |
| 6M | +12.4% | -35.9% | +48.4% | +25.8% |
| YTD | +41.5% | -43.1% | +84.6% | +63.3% |
| 1Y | +41.6% | -46.4% | +88.0% | +66.0% |
| 3Y | +42.2% | -10.8% | +53.1% | +40.4% |
| 5Y | +166.0% | -18.9% | +184.8% | +163.4% |
| 10Y | +207.2% | +64.4% | +142.8% | +143.2% |
| All | +4,711.1% | +3,553.7% | +1,157.4% | +2,311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling