+67.1%
PWR vs CTVA
+18.2%
+48.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.1% |
| 7D | +4.2% | -4.5% | +8.7% | +4.1% |
| 30D | -4.0% | +11.3% | -15.4% | -4.2% |
| 3M | -4.8% | +12.3% | -17.1% | -7.6% |
| 6M | +14.6% | +7.2% | +7.5% | +12.6% |
| YTD | +54.2% | +26.0% | +28.2% | +53.1% |
| 1Y | +67.1% | +16.0% | +51.1% | +62.9% |
| All | +67.1% | +18.2% | +48.9% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling