+41.8%
DVA vs PFG
+109.8%
-68.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +2.0% | +3.2% | -1.2% | +1.0% |
| 30D | -0.4% | +0.9% | -1.3% | -0.7% |
| 3M | -7.7% | +7.7% | -15.4% | -9.9% |
| 6M | +20.0% | +29.0% | -9.0% | +10.7% |
| YTD | +61.1% | +32.5% | +28.6% | +47.0% |
| 1Y | +33.9% | +47.3% | -13.4% | +17.9% |
| 3Y | +91.5% | +68.2% | +23.3% | +61.0% |
| 5Y | +41.8% | +108.5% | -66.7% | +7.8% |
| All | +41.8% | +109.8% | -68.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling