+4,803.1%
CVX vs PPG
+2,625.9%
+2,177.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.4% |
| 30D | +10.7% | -7.2% | +17.9% | +13.8% |
| 3M | +15.5% | -7.3% | +22.8% | +17.6% |
| 6M | +14.9% | +0.3% | +14.6% | +11.8% |
| YTD | +44.2% | +6.5% | +37.7% | +36.2% |
| 1Y | +43.5% | +0.5% | +43.0% | +38.2% |
| 3Y | +45.0% | -15.3% | +60.3% | +47.0% |
| 5Y | +172.2% | -22.9% | +195.0% | +176.6% |
| 10Y | +221.9% | +28.4% | +193.5% | +160.9% |
| All | +4,803.1% | +2,625.9% | +2,177.2% | +1,462.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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