+390.8%
CVX vs PSLV
+120.6%
+270.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.6% |
| 7D | +1.0% | +3.3% | -2.4% | +0.5% |
| 30D | +10.7% | +2.1% | +8.5% | +10.2% |
| 3M | +15.5% | +7.1% | +8.3% | +13.9% |
| 6M | +14.9% | -21.6% | +36.5% | +17.7% |
| YTD | +44.2% | -6.7% | +50.9% | +39.6% |
| 1Y | +43.5% | +59.3% | -15.8% | +24.5% |
| 3Y | +45.0% | +182.1% | -137.1% | +10.9% |
| 5Y | +172.2% | +162.6% | +9.5% | +109.1% |
| 10Y | +221.9% | +203.0% | +18.9% | +131.5% |
| All | +390.8% | +120.6% | +270.2% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling