+38.0%
PEG vs DVA
+40.8%
-2.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -2.8% | +1.7% | -4.4% | -2.9% |
| 3M | -6.9% | -8.7% | +1.7% | -6.5% |
| 6M | -11.4% | +19.7% | -31.1% | -13.1% |
| YTD | -7.4% | +59.6% | -67.0% | -11.6% |
| 1Y | -8.3% | +37.1% | -45.4% | -11.3% |
| 3Y | +31.5% | +89.8% | -58.2% | +24.1% |
| 5Y | +38.0% | +47.4% | -9.4% | +27.8% |
| All | +38.0% | +40.8% | -2.9% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling