+50.7%
PFE vs DVA
+206.9%
-156.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | 0.0% |
| 7D | -3.0% | -4.8% | +1.8% | -2.3% |
| 30D | +5.2% | +0.9% | +4.3% | +4.9% |
| 3M | +12.2% | +2.9% | +9.4% | +11.5% |
| 6M | +17.8% | -7.8% | +25.6% | +18.2% |
| YTD | +26.2% | +61.5% | -35.3% | +14.8% |
| 1Y | +23.2% | +50.1% | -26.9% | +13.5% |
| 3Y | +21.3% | +121.1% | -99.8% | +3.3% |
| 5Y | -23.1% | +72.9% | -96.0% | -33.6% |
| 10Y | +50.7% | +208.2% | -157.5% | +15.6% |
| All | +50.7% | +206.9% | -156.1% | +15.6% |
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