+130.0%
CVX vs PR
+273.3%
-143.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | +3.4% | +6.0% | -2.6% | +1.3% |
| 30D | -1.0% | -4.2% | +3.2% | +0.5% |
| 3M | +12.2% | +10.0% | +2.2% | +8.2% |
| 6M | +20.3% | +15.6% | +4.7% | +13.9% |
| YTD | +48.3% | +68.2% | -19.9% | +23.0% |
| 1Y | +46.9% | +79.2% | -32.3% | +19.1% |
| 3Y | +73.1% | +94.9% | -21.8% | +33.1% |
| All | +130.0% | +273.3% | -143.3% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling