+4,790.9%
CVX vs PTC
+8,866.4%
-4,075.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | -0.8% | +0.9% | -1.7% | -0.9% |
| 3M | +9.4% | +30.4% | -21.0% | +5.5% |
| 6M | +17.5% | +34.4% | -16.9% | +12.6% |
| YTD | +43.8% | +12.6% | +31.3% | +40.2% |
| 1Y | +41.9% | +10.2% | +31.7% | +38.6% |
| 3Y | +69.1% | +29.4% | +39.8% | +61.3% |
| 5Y | +128.3% | +63.7% | +64.6% | +110.3% |
| 10Y | +204.9% | +316.9% | -111.9% | +151.2% |
| All | +4,790.9% | +8,866.4% | -4,075.5% | +2,634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling