-13.0%
PEP vs CTVA
+82.6%
-95.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | +4.9% | -6.3% | -1.9% |
| 30D | +0.2% | +11.9% | -11.7% | -1.0% |
| 3M | -1.1% | +13.7% | -14.8% | -2.6% |
| 6M | -13.5% | +13.1% | -26.6% | -14.8% |
| YTD | -1.2% | +32.0% | -33.1% | -4.3% |
| 1Y | -1.6% | +22.1% | -23.6% | -3.8% |
| All | -13.0% | +82.6% | -95.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling