+219.2%
CVX vs PSLV
+190.6%
+28.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +3.1% |
| 30D | +9.8% | -2.1% | +12.0% | +10.0% |
| 3M | +16.2% | -1.6% | +17.8% | +16.0% |
| 6M | +13.6% | -25.5% | +39.1% | +17.7% |
| YTD | +44.4% | -11.4% | +55.8% | +38.7% |
| 1Y | +40.6% | +48.6% | -8.0% | +17.5% |
| 3Y | +48.2% | +166.9% | -118.7% | +3.6% |
| 5Y | +172.3% | +152.4% | +19.9% | +90.5% |
| All | +219.2% | +190.6% | +28.6% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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