+4.6%
PEP vs DVA
+39.4%
-34.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +0.7% | -2.0% | +2.7% | +0.8% |
| 3M | -0.5% | -6.3% | +5.7% | -0.2% |
| 6M | -11.3% | +19.4% | -30.7% | -13.2% |
| YTD | -0.6% | +58.5% | -59.1% | -5.6% |
| 1Y | +1.7% | +33.9% | -32.2% | -2.1% |
| 3Y | -12.5% | +88.4% | -100.9% | -18.0% |
| All | +4.6% | +39.4% | -34.8% | +1.0% |
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 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