+95.5%
PEP vs DVA
+193.2%
-97.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | +2.9% | -8.8% | +11.7% | +4.3% |
| 30D | +12.5% | -3.4% | +15.9% | +12.9% |
| 3M | +4.5% | -2.6% | +7.1% | +4.7% |
| 6M | -0.5% | -11.9% | +11.4% | +0.8% |
| YTD | +4.4% | +53.6% | -49.2% | -3.9% |
| 1Y | +4.4% | +41.9% | -37.5% | -2.8% |
| 3Y | -3.4% | +97.5% | -100.9% | -15.8% |
| 5Y | +5.2% | +65.0% | -59.8% | -8.0% |
| All | +95.5% | +193.2% | -97.6% | +54.0% |
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