+180.6%
DVA vs PFG
+251.1%
-70.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | 0.0% | +2.9% | -2.9% | -1.0% |
| 3M | -10.9% | +6.7% | -17.6% | -13.0% |
| 6M | +17.3% | +33.8% | -16.5% | +6.2% |
| YTD | +59.8% | +35.0% | +24.8% | +43.9% |
| 1Y | +36.3% | +46.4% | -10.1% | +19.2% |
| 3Y | +88.6% | +71.6% | +17.0% | +54.9% |
| 5Y | +47.5% | +113.7% | -66.1% | +9.6% |
| All | +180.6% | +251.1% | -70.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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