-22.2%
PFE vs DVA
+38.1%
-60.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.2% |
| 7D | -2.7% | +2.2% | -4.9% | -2.8% |
| 30D | +3.8% | -2.0% | +5.9% | +4.0% |
| 3M | +10.4% | -6.3% | +16.6% | +10.5% |
| 6M | +6.3% | +19.4% | -13.2% | +4.5% |
| YTD | +17.4% | +58.5% | -41.1% | +12.9% |
| 1Y | +21.1% | +33.9% | -12.7% | +18.1% |
| 3Y | -1.6% | +88.4% | -90.0% | -5.3% |
| 5Y | -22.2% | +39.5% | -61.7% | -22.6% |
| All | -22.2% | +38.1% | -60.2% | -22.6% |
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 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