+198.6%
CVX vs PR
+66.7%
+131.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -7.5% | -12.4% | +4.9% | -5.2% |
| 30D | -0.6% | -6.6% | +6.0% | +0.7% |
| 3M | +14.0% | +7.5% | +6.5% | +12.4% |
| 6M | +18.1% | +10.8% | +7.4% | +15.9% |
| YTD | +42.2% | +57.0% | -14.9% | +30.9% |
| 1Y | +41.3% | +67.9% | -26.6% | +28.5% |
| 3Y | +68.3% | +87.6% | -19.2% | +48.9% |
| 5Y | +122.0% | +220.4% | -98.3% | +75.2% |
| 10Y | +198.6% | +64.8% | +133.7% | +125.8% |
| All | +198.6% | +66.7% | +131.9% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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