-20.2%
PFE vs CTVA
+82.6%
-102.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -4.7% | +1.6% | -6.3% | -4.9% |
| 30D | +3.4% | -8.5% | +11.9% | +4.7% |
| 3M | +9.2% | +5.3% | +4.0% | +8.0% |
| 6M | +15.8% | -0.1% | +15.9% | +15.1% |
| YTD | +23.4% | +21.2% | +2.2% | +18.4% |
| 1Y | +25.8% | +27.0% | -1.2% | +19.7% |
| 3Y | +17.8% | +87.2% | -69.4% | +3.8% |
| 5Y | -20.2% | +77.9% | -98.1% | -22.8% |
| All | -20.2% | +82.6% | -102.8% | -22.8% |
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