-5.3%
PG vs CTVA
+22.4%
-27.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | +1.9% | +4.9% | -3.1% | +1.5% |
| 30D | -0.2% | +11.9% | -12.2% | -1.0% |
| 3M | +4.8% | +13.7% | -8.9% | +3.7% |
| 6M | -6.1% | +13.1% | -19.2% | -7.3% |
| YTD | +4.5% | +32.0% | -27.5% | +1.6% |
| 1Y | -5.3% | +22.1% | -27.4% | -7.6% |
| All | -5.3% | +22.4% | -27.7% | -7.6% |
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