+160.8%
PM vs CTVA
+77.6%
+83.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | +6.3% | +6.4% | 0.0% | +4.6% |
| 6M | +9.6% | -1.9% | +11.5% | +9.2% |
| YTD | +25.6% | +21.5% | +4.1% | +20.1% |
| 1Y | +29.7% | +24.3% | +5.4% | +23.4% |
| 3Y | +147.6% | +91.8% | +55.7% | +112.0% |
| All | +160.8% | +77.6% | +83.1% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling