+146.7%
PM vs CTVA
+92.4%
+54.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | -2.8% | -8.7% | +5.9% | -1.6% |
| 3M | +6.3% | +6.4% | 0.0% | +4.8% |
| 6M | +9.6% | -1.9% | +11.5% | +9.3% |
| YTD | +25.6% | +21.5% | +4.1% | +21.1% |
| 1Y | +29.7% | +24.3% | +5.4% | +24.6% |
| All | +146.7% | +92.4% | +54.4% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling