-4.3%
PEP vs CTVA
-25.8%
+21.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -24.3% | +23.1% | +0.5% |
| 7D | -0.3% | -23.7% | +23.4% | +1.2% |
| 30D | +11.8% | -31.2% | +43.0% | +13.9% |
| 3M | +3.7% | -18.7% | +22.4% | +3.9% |
| 6M | -4.3% | -25.5% | +21.2% | -3.0% |
| All | -4.3% | -25.8% | +21.5% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling