+4,683.6%
CVX vs PTC
+6,346.6%
-1,663.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.6% |
| 7D | +3.3% | -10.3% | +13.6% | +4.6% |
| 30D | +12.9% | +1.1% | +11.7% | +12.6% |
| 3M | +11.7% | +1.6% | +10.1% | +11.2% |
| 6M | +14.1% | -13.5% | +27.6% | +15.5% |
| YTD | +40.7% | -19.1% | +59.7% | +43.2% |
| 1Y | +37.5% | -33.9% | +71.4% | +43.0% |
| 3Y | +43.9% | -3.9% | +47.8% | +42.7% |
| 5Y | +161.5% | +6.0% | +155.4% | +154.2% |
| 10Y | +215.1% | +223.7% | -8.6% | +169.0% |
| All | +4,683.6% | +6,346.6% | -1,663.0% | +2,692.0% |
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