+4,683.6%
CVX vs PPL
+2,096.5%
+2,587.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | +2.7% | +0.7% | +2.2% |
| 30D | +12.9% | +0.5% | +12.4% | +12.5% |
| 3M | +11.7% | +0.7% | +11.1% | +11.1% |
| 6M | +14.1% | -7.6% | +21.7% | +17.3% |
| YTD | +40.7% | +1.8% | +38.9% | +38.5% |
| 1Y | +37.5% | -0.8% | +38.3% | +36.6% |
| 3Y | +43.9% | +56.9% | -12.9% | +15.8% |
| 5Y | +161.5% | +39.5% | +121.9% | +118.8% |
| 10Y | +215.1% | +55.4% | +159.7% | +147.5% |
| All | +4,683.6% | +2,096.5% | +2,587.2% | +1,690.3% |
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