+61.1%
PG vs CTVA
+210.9%
-149.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.7% | -4.7% | +2.0% | -1.9% |
| 30D | -1.5% | +11.1% | -12.6% | -3.2% |
| 3M | -3.4% | +13.7% | -17.1% | -5.6% |
| 6M | -7.0% | +11.2% | -18.2% | -8.9% |
| YTD | +2.0% | +26.9% | -24.9% | -2.4% |
| 1Y | -6.5% | +18.8% | -25.3% | -9.6% |
| 3Y | +1.2% | +75.9% | -74.8% | -9.8% |
| 5Y | +12.8% | +105.2% | -92.4% | -3.8% |
| All | +61.1% | +210.9% | -149.8% | +17.8% |
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 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