+4,775.6%
CVX vs PPL
+2,158.2%
+2,617.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -9.7% | +0.4% | -10.1% | -9.9% |
| 30D | +3.6% | +5.4% | -1.8% | +1.3% |
| 3M | +13.3% | +4.3% | +9.1% | +11.1% |
| 6M | +16.9% | -1.3% | +18.2% | +16.9% |
| YTD | +43.4% | +4.7% | +38.7% | +39.3% |
| 1Y | +44.5% | +1.3% | +43.2% | +42.2% |
| 3Y | +64.0% | +57.2% | +6.7% | +31.9% |
| 5Y | +126.4% | +48.2% | +78.2% | +84.5% |
| 10Y | +209.4% | +62.7% | +146.6% | +138.3% |
| All | +4,775.6% | +2,158.2% | +2,617.3% | +1,700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling