+1,872.4%
PEG vs DVA
+5,081.6%
-3,209.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.9% |
| 7D | +1.0% | +2.2% | -1.2% | +0.9% |
| 30D | -1.9% | -2.0% | +0.1% | -1.7% |
| 3M | -3.7% | -6.3% | +2.6% | -3.4% |
| 6M | -9.4% | +19.4% | -28.9% | -11.1% |
| YTD | -6.0% | +58.5% | -64.5% | -10.1% |
| 1Y | -4.4% | +33.9% | -38.2% | -7.3% |
| 3Y | +33.5% | +88.4% | -54.9% | +24.9% |
| 5Y | +35.7% | +39.5% | -3.8% | +28.6% |
| 10Y | +140.4% | +179.5% | -39.1% | +113.5% |
| All | +1,872.4% | +5,081.6% | -3,209.2% | +1,492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling