-21.4%
PFE vs CTVA
+103.5%
-124.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -4.3% | -5.8% | +1.5% | -3.4% |
| 30D | +2.7% | +11.1% | -8.4% | +1.0% |
| 3M | +10.0% | +13.2% | -3.2% | +7.5% |
| 6M | +7.2% | +8.7% | -1.5% | +5.3% |
| YTD | +17.3% | +27.3% | -10.0% | +12.2% |
| 1Y | +20.3% | +18.0% | +2.3% | +16.4% |
| 3Y | -1.6% | +76.5% | -78.1% | -11.6% |
| 5Y | -21.4% | +105.1% | -126.5% | -25.8% |
| All | -21.4% | +103.5% | -124.9% | -25.8% |
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 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