+221.9%
CVX vs PTC
+196.2%
+25.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.7% |
| 7D | +1.0% | -13.6% | +14.5% | +4.6% |
| 30D | +10.7% | -14.7% | +25.3% | +14.8% |
| 3M | +15.5% | -5.9% | +21.4% | +16.2% |
| 6M | +14.9% | -21.1% | +36.0% | +20.7% |
| YTD | +44.2% | -26.0% | +70.2% | +53.6% |
| 1Y | +43.5% | -36.8% | +80.3% | +59.3% |
| 3Y | +45.0% | -10.3% | +55.2% | +42.6% |
| 5Y | +172.2% | +1.2% | +171.0% | +152.1% |
| 10Y | +221.9% | +198.3% | +23.6% | +106.4% |
| All | +221.9% | +196.2% | +25.7% | +106.4% |
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