+43.3%
CTVA vs PPL
+55.5%
-12.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.1% |
| 7D | -20.8% | -0.4% | -20.4% | -20.6% |
| 30D | -29.6% | +2.6% | -32.3% | -30.3% |
| 3M | -16.9% | +0.8% | -17.7% | -17.2% |
| 6M | -24.3% | +1.4% | -25.7% | -24.8% |
| YTD | -5.6% | +4.3% | -9.9% | -7.8% |
| 1Y | -4.2% | +0.8% | -4.9% | -5.1% |
| 3Y | +43.3% | +57.9% | -14.6% | +6.7% |
| All | +43.3% | +55.5% | -12.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling