+124.3%
PM vs CTVA
+78.5%
+45.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.6% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | -2.6% | +12.0% | -14.6% | -4.4% |
| 3M | +5.8% | +13.5% | -7.7% | +3.6% |
| 6M | +10.6% | +12.1% | -1.6% | +8.3% |
| YTD | +17.2% | +29.0% | -11.9% | +12.2% |
| 1Y | +17.6% | +18.9% | -1.2% | +14.0% |
| 3Y | +124.3% | +78.9% | +45.4% | +100.9% |
| All | +124.3% | +78.5% | +45.7% | +100.9% |
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 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