+4.0%
PEP vs DVA
+73.1%
-69.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | 0.0% |
| 7D | +1.1% | -4.8% | +5.8% | +1.5% |
| 30D | +13.6% | +0.9% | +12.7% | +13.4% |
| 3M | +5.1% | +2.9% | +2.2% | +4.7% |
| 6M | -1.6% | -7.8% | +6.1% | -1.2% |
| YTD | +3.3% | +61.5% | -58.2% | -2.2% |
| 1Y | +3.2% | +50.1% | -46.8% | -1.7% |
| 3Y | -3.9% | +121.1% | -125.0% | -11.0% |
| 5Y | +4.0% | +72.9% | -68.9% | -1.1% |
| All | +4.0% | +73.1% | -69.1% | -1.1% |
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