+166.0%
CVX vs PTC
+1.8%
+164.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.5% |
| 7D | -0.6% | -12.8% | +12.2% | +1.5% |
| 30D | +13.4% | -9.8% | +23.2% | +15.1% |
| 3M | +11.8% | -2.1% | +13.9% | +11.7% |
| 6M | +12.4% | -18.1% | +30.5% | +15.8% |
| YTD | +41.5% | -23.5% | +65.0% | +47.3% |
| 1Y | +41.6% | -37.4% | +79.0% | +53.1% |
| 3Y | +42.2% | -7.2% | +49.5% | +39.3% |
| 5Y | +166.0% | +2.7% | +163.3% | +154.3% |
| All | +166.0% | +1.8% | +164.1% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling