+166.0%
CVX vs PWR
+458.8%
-292.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.8% | +0.3% |
| 7D | -0.6% | +4.5% | -5.1% | -1.2% |
| 30D | +13.4% | -4.9% | +18.3% | +14.1% |
| 3M | +11.8% | -7.9% | +19.7% | +12.6% |
| 6M | +12.4% | +18.3% | -5.9% | +7.6% |
| YTD | +41.5% | +51.5% | -10.0% | +28.7% |
| 1Y | +41.6% | +70.3% | -28.7% | +25.0% |
| 3Y | +42.2% | +210.6% | -168.4% | +3.4% |
| 5Y | +166.0% | +456.7% | -290.7% | +63.4% |
| All | +166.0% | +458.8% | -292.9% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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