+20.9%
PFE vs DVA
+111.7%
-90.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | +5.3% | 0.0% | +5.3% | +5.2% |
| 3M | +10.1% | -2.4% | +12.5% | +10.1% |
| 6M | +18.0% | -9.8% | +27.8% | +18.3% |
| YTD | +25.8% | +57.8% | -32.0% | +18.1% |
| 1Y | +28.4% | +49.2% | -20.7% | +21.7% |
| 3Y | +20.9% | +116.0% | -95.1% | +16.0% |
| All | +20.9% | +111.7% | -90.8% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling