+198.6%
CVX vs PTC
+326.2%
-127.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -7.5% | +0.8% | -8.3% | -7.6% |
| 30D | -0.6% | +0.7% | -1.3% | -0.7% |
| 3M | +14.0% | +32.6% | -18.6% | +5.2% |
| 6M | +18.1% | +33.6% | -15.4% | +8.2% |
| YTD | +42.2% | +12.4% | +29.7% | +35.5% |
| 1Y | +41.3% | +11.2% | +30.1% | +35.0% |
| 3Y | +68.3% | +31.7% | +36.7% | +49.8% |
| 5Y | +122.0% | +60.1% | +62.0% | +82.0% |
| 10Y | +198.6% | +317.2% | -118.6% | +87.3% |
| All | +198.6% | +326.2% | -127.6% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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