+46.9%
CVX vs PPL
+0.2%
+46.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -1.0% | +2.6% | -3.6% | -0.9% |
| 3M | +12.2% | +0.8% | +11.4% | +12.3% |
| 6M | +20.3% | +1.4% | +18.9% | +20.7% |
| YTD | +48.3% | +4.3% | +44.0% | +47.9% |
| 1Y | +46.9% | +0.8% | +46.2% | +46.1% |
| All | +46.9% | +0.2% | +46.7% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling