+799.5%
PFE vs DVA
+5,194.7%
-4,395.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +1.8% | +1.8% | -0.1% | +1.5% |
| 30D | +10.2% | -2.5% | +12.7% | +10.5% |
| 3M | +12.7% | -4.3% | +16.9% | +12.9% |
| 6M | +10.5% | +18.9% | -8.3% | +7.4% |
| YTD | +20.2% | +61.9% | -41.8% | +11.9% |
| 1Y | +24.1% | +35.7% | -11.7% | +18.1% |
| 3Y | -3.6% | +78.6% | -82.2% | -12.3% |
| 5Y | -20.9% | +39.2% | -60.1% | -27.1% |
| 10Y | +35.8% | +184.0% | -148.2% | +12.4% |
| All | +799.5% | +5,194.7% | -4,395.2% | +559.1% |
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