+1,783.7%
PWR vs CTVA
+208.7%
+1,574.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.4% |
| 7D | +4.2% | -4.5% | +8.7% | +6.0% |
| 30D | -4.0% | +11.3% | -15.4% | -8.2% |
| 3M | -4.8% | +12.3% | -17.1% | -10.4% |
| 6M | +14.6% | +7.2% | +7.5% | +10.0% |
| YTD | +54.2% | +26.0% | +28.2% | +38.4% |
| 1Y | +67.1% | +16.0% | +51.1% | +54.0% |
| 3Y | +218.5% | +73.9% | +144.5% | +140.9% |
| 5Y | +466.3% | +103.8% | +362.5% | +295.3% |
| All | +1,783.7% | +208.7% | +1,574.9% | +924.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling