+219.9%
CTVA vs PBR
+413.9%
-194.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | +11.1% | +17.5% | -6.5% | +6.2% |
| 3M | +13.2% | +20.9% | -7.7% | +7.1% |
| 6M | +8.7% | +20.2% | -11.5% | +2.5% |
| YTD | +27.3% | +84.3% | -57.0% | +6.6% |
| 1Y | +18.0% | +77.1% | -59.1% | -0.5% |
| 3Y | +76.5% | +100.8% | -24.3% | +41.3% |
| 5Y | +105.1% | +556.1% | -451.0% | +10.7% |
| All | +219.9% | +413.9% | -194.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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