+214.5%
CVX vs PPL
+67.2%
+147.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -1.0% | +2.6% | -3.6% | -2.3% |
| 3M | +12.2% | +0.8% | +11.4% | +11.5% |
| 6M | +20.3% | +1.4% | +18.9% | +18.7% |
| YTD | +48.3% | +4.3% | +44.0% | +43.2% |
| 1Y | +46.9% | +0.8% | +46.2% | +44.3% |
| 3Y | +73.1% | +57.9% | +15.2% | +29.9% |
| 5Y | +135.2% | +48.3% | +86.9% | +78.8% |
| All | +214.5% | +67.2% | +147.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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