+438.6%
PWR vs CTVA
+102.0%
+336.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.2% | -4.7% | +4.4% | +1.3% |
| 30D | -7.7% | +11.1% | -18.8% | -11.1% |
| 3M | -4.9% | +13.7% | -18.6% | -10.4% |
| 6M | +9.7% | +11.2% | -1.5% | +4.3% |
| YTD | +46.7% | +26.9% | +19.8% | +32.8% |
| 1Y | +58.7% | +18.8% | +39.9% | +46.4% |
| 3Y | +200.7% | +75.9% | +124.8% | +131.9% |
| 5Y | +438.6% | +105.2% | +333.3% | +300.9% |
| All | +438.6% | +102.0% | +336.6% | +300.9% |
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 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