+1,735.1%
PLTR vs CVX
+272.5%
+1,462.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.2% |
| 7D | -6.4% | +3.3% | -9.8% | -7.3% |
| 30D | +10.0% | +12.9% | -2.8% | +6.4% |
| 3M | +23.0% | +11.7% | +11.3% | +18.9% |
| 6M | +13.8% | +14.1% | -0.3% | +8.9% |
| YTD | -1.9% | +40.7% | -42.6% | -12.4% |
| 1Y | +11.6% | +37.5% | -25.8% | +0.3% |
| 3Y | +1,048.4% | +43.9% | +1,004.5% | +903.0% |
| 5Y | +554.4% | +161.5% | +392.9% | +447.7% |
| All | +1,735.1% | +272.5% | +1,462.6% | +1,339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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