+4.8%
PFE vs CTVA
+131.3%
-126.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -1.7% | -20.8% | +19.1% | +1.9% |
| 30D | +0.3% | -29.6% | +30.0% | +6.3% |
| 3M | +9.4% | -16.9% | +26.3% | +11.8% |
| 6M | +14.9% | -24.3% | +39.1% | +19.2% |
| YTD | +23.8% | -5.6% | +29.4% | +22.6% |
| 1Y | +19.5% | -4.2% | +23.7% | +18.0% |
| 3Y | +21.0% | +43.3% | -22.2% | +8.5% |
| 5Y | -23.9% | +35.7% | -59.6% | -31.7% |
| All | +4.8% | +131.3% | -126.4% | -21.7% |
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 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