+241.0%
CVX vs PR
+147.8%
+93.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.0% |
| 7D | -8.0% | -16.5% | +8.5% | -4.9% |
| 30D | +2.6% | -4.5% | +7.1% | +3.5% |
| 3M | +15.2% | +8.5% | +6.7% | +13.5% |
| 6M | +12.5% | -3.3% | +15.8% | +13.2% |
| YTD | +43.6% | +55.7% | -12.1% | +32.5% |
| 1Y | +45.0% | +82.0% | -37.1% | +30.1% |
| 3Y | +63.5% | +62.5% | +1.1% | +48.3% |
| 5Y | +126.8% | +223.9% | -97.1% | +79.1% |
| 10Y | +209.8% | +64.2% | +145.6% | +131.8% |
| All | +241.0% | +147.8% | +93.2% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling