+116.1%
PG vs DVA
+187.8%
-71.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | -1.3% | -10.9% | +9.6% | -0.1% |
| 6M | -3.8% | +17.3% | -21.1% | -6.7% |
| YTD | +3.6% | +59.8% | -56.2% | -4.2% |
| 1Y | -5.7% | +36.3% | -42.0% | -10.9% |
| 3Y | +1.6% | +88.6% | -87.0% | -9.5% |
| 5Y | +14.6% | +47.5% | -32.9% | +4.3% |
| All | +116.1% | +187.8% | -71.7% | +76.7% |
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 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