+143.4%
PEG vs DVA
+187.8%
-44.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | -7.3% | -10.9% | +3.7% | -6.2% |
| 6M | -10.5% | +17.3% | -27.8% | -13.1% |
| YTD | -7.5% | +59.8% | -67.3% | -14.4% |
| 1Y | -8.7% | +36.3% | -45.0% | -13.7% |
| 3Y | +31.4% | +88.6% | -57.2% | +16.9% |
| 5Y | +37.8% | +47.5% | -9.8% | +25.1% |
| All | +143.4% | +187.8% | -44.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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