+3,090.6%
DVA vs PFG
+1,015.3%
+2,075.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +1.8% | +5.5% | -3.7% | +0.7% |
| 30D | -2.5% | +2.4% | -4.9% | -3.0% |
| 3M | -4.3% | +13.6% | -17.8% | -6.7% |
| 6M | +18.9% | +27.9% | -9.0% | +13.0% |
| YTD | +61.9% | +35.6% | +26.4% | +52.0% |
| 1Y | +35.7% | +48.5% | -12.7% | +25.0% |
| 3Y | +78.6% | +66.9% | +11.8% | +60.0% |
| 5Y | +39.2% | +111.0% | -71.7% | +17.7% |
| 10Y | +184.0% | +244.5% | -60.5% | +111.9% |
| All | +3,090.6% | +1,015.3% | +2,075.3% | +1,652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling