+782.8%
PH vs DVA
+187.5%
+595.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -11.8% | +1.7% | -13.5% | -12.2% |
| 3M | +6.9% | -8.7% | +15.6% | +8.5% |
| 6M | -1.3% | +19.7% | -20.9% | -8.2% |
| YTD | +7.0% | +59.6% | -52.7% | -9.9% |
| 1Y | +23.1% | +37.1% | -14.0% | +8.6% |
| 3Y | +135.4% | +89.8% | +45.6% | +80.3% |
| 5Y | +250.3% | +47.4% | +203.0% | +183.1% |
| All | +782.8% | +187.5% | +595.4% | +446.7% |
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