+1.8%
PFE vs CTVA
+223.3%
-221.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +1.8% | +4.9% | -3.2% | +0.8% |
| 30D | +10.2% | +11.9% | -1.7% | +7.8% |
| 3M | +12.7% | +13.7% | -1.0% | +9.5% |
| 6M | +10.5% | +13.1% | -2.6% | +7.3% |
| YTD | +20.2% | +32.0% | -11.8% | +13.0% |
| 1Y | +24.1% | +22.1% | +2.0% | +18.2% |
| 3Y | -3.6% | +77.5% | -81.1% | -15.9% |
| 5Y | -20.9% | +106.3% | -127.1% | -33.9% |
| All | +1.8% | +223.3% | -221.5% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling