+167.0%
CVX vs PSLV
+154.2%
+12.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +2.9% |
| 30D | +9.8% | -2.1% | +12.0% | +9.9% |
| 3M | +16.2% | -1.6% | +17.8% | +16.2% |
| 6M | +13.6% | -25.5% | +39.1% | +16.2% |
| YTD | +44.4% | -11.4% | +55.8% | +38.7% |
| 1Y | +40.6% | +48.6% | -8.0% | +20.3% |
| 3Y | +48.2% | +166.9% | -118.7% | +7.9% |
| All | +167.0% | +154.2% | +12.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling