+88.4%
DVA vs PFG
+68.8%
+19.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | +1.7% | +2.5% | -0.8% | +0.8% |
| 3M | -8.7% | +6.1% | -14.7% | -10.6% |
| 6M | +19.7% | +31.3% | -11.6% | +8.9% |
| YTD | +59.6% | +33.6% | +26.1% | +43.6% |
| 1Y | +37.1% | +48.5% | -11.4% | +18.3% |
| All | +88.4% | +68.8% | +19.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling