+1,176.4%
PEP vs DVA
+4,923.3%
-3,746.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | +2.9% | -8.8% | +11.7% | +3.8% |
| 30D | +12.5% | -3.4% | +15.9% | +12.8% |
| 3M | +4.5% | -2.6% | +7.1% | +4.7% |
| 6M | -0.5% | -11.9% | +11.4% | +0.4% |
| YTD | +4.4% | +53.6% | -49.2% | -0.9% |
| 1Y | +4.4% | +41.9% | -37.5% | -0.2% |
| 3Y | -3.4% | +97.5% | -100.9% | -11.3% |
| 5Y | +5.2% | +65.0% | -59.8% | -3.3% |
| 10Y | +92.1% | +193.2% | -101.1% | +64.8% |
| All | +1,176.4% | +4,923.3% | -3,746.9% | +767.5% |
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