+28.4%
PFE vs CTVA
+27.3%
+1.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | +5.3% | -8.1% | +13.4% | +5.9% |
| 3M | +10.1% | +6.3% | +3.8% | +9.7% |
| 6M | +18.0% | +0.4% | +17.6% | +17.4% |
| YTD | +25.8% | +21.8% | +4.0% | +19.5% |
| 1Y | +28.4% | +24.9% | +3.6% | +21.1% |
| All | +28.4% | +27.3% | +1.1% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling