+211.5%
PM vs CTVA
+223.3%
-11.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -4.9% | +4.9% | -9.8% | -6.1% |
| 30D | -3.4% | +11.9% | -15.3% | -6.1% |
| 3M | +5.2% | +13.7% | -8.5% | +1.5% |
| 6M | +3.7% | +13.1% | -9.4% | +0.1% |
| YTD | +15.8% | +32.0% | -16.2% | +7.3% |
| 1Y | +17.4% | +22.1% | -4.7% | +10.6% |
| 3Y | +116.9% | +77.5% | +39.4% | +81.6% |
| 5Y | +117.3% | +106.3% | +11.0% | +70.4% |
| All | +211.5% | +223.3% | -11.8% | +95.2% |
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