+2.9%
PEP vs CTVA
+34.5%
-31.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -24.3% | +23.1% | +1.5% |
| 7D | -0.3% | -23.7% | +23.4% | +2.3% |
| 30D | +11.8% | -31.2% | +43.0% | +16.0% |
| 3M | +3.7% | -18.7% | +22.4% | +5.1% |
| 6M | -4.3% | -25.5% | +21.2% | -2.1% |
| YTD | +2.1% | -8.0% | +10.1% | +1.5% |
| 1Y | +2.5% | -7.0% | +9.5% | +1.7% |
| 3Y | -5.0% | +45.2% | -50.2% | -12.8% |
| 5Y | +2.9% | +32.3% | -29.4% | -3.7% |
| All | +2.9% | +34.5% | -31.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling