+4,942.5%
CVX vs PSA
+15,793.7%
-10,851.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +3.4% | -1.4% | +4.9% | +3.8% |
| 30D | -1.0% | +15.2% | -16.1% | -4.6% |
| 3M | +12.2% | +2.2% | +10.0% | +11.3% |
| 6M | +20.3% | +11.7% | +8.7% | +16.5% |
| YTD | +48.3% | +32.0% | +16.3% | +36.8% |
| 1Y | +46.9% | +26.3% | +20.6% | +37.0% |
| 3Y | +73.1% | +52.4% | +20.8% | +51.7% |
| 5Y | +135.2% | +26.3% | +109.0% | +114.0% |
| 10Y | +214.4% | +132.3% | +82.1% | +139.2% |
| All | +4,942.5% | +15,793.7% | -10,851.2% | +2,355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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