+33.4%
PEP vs CTVA
+211.9%
-178.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | -1.7% | -5.8% | +4.1% | -0.5% |
| 30D | +0.3% | +11.1% | -10.8% | -1.8% |
| 3M | -3.2% | +13.2% | -16.5% | -5.9% |
| 6M | -13.6% | +8.7% | -22.3% | -15.4% |
| YTD | -1.9% | +27.3% | -29.1% | -7.1% |
| 1Y | -0.6% | +18.0% | -18.6% | -4.7% |
| 3Y | -13.6% | +76.5% | -90.1% | -25.4% |
| 5Y | +3.2% | +105.1% | -101.9% | -15.9% |
| All | +33.4% | +211.9% | -178.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling