+1,443.7%
PG vs DVA
+5,124.5%
-3,680.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | -1.3% | -10.9% | +9.6% | -0.5% |
| 6M | -3.8% | +17.3% | -21.1% | -5.7% |
| YTD | +3.6% | +59.8% | -56.2% | -1.5% |
| 1Y | -5.7% | +36.3% | -42.0% | -9.1% |
| 3Y | +1.6% | +88.6% | -87.0% | -5.7% |
| 5Y | +14.6% | +47.5% | -32.9% | +7.4% |
| 10Y | +121.2% | +185.2% | -64.0% | +92.6% |
| All | +1,443.7% | +5,124.5% | -3,680.7% | +1,042.6% |
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 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