+1,107.9%
PEP vs DVA
+5,194.7%
-4,086.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | +0.2% | -2.5% | +2.7% | +0.5% |
| 3M | -1.1% | -4.3% | +3.1% | -0.9% |
| 6M | -13.5% | +18.9% | -32.3% | -15.4% |
| YTD | -1.2% | +61.9% | -63.1% | -6.6% |
| 1Y | -1.6% | +35.7% | -37.3% | -5.4% |
| 3Y | -12.5% | +78.6% | -91.2% | -19.0% |
| 5Y | +3.0% | +39.2% | -36.2% | -3.5% |
| 10Y | +73.9% | +184.0% | -110.1% | +49.6% |
| All | +1,107.9% | +5,194.7% | -4,086.8% | +717.7% |
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