+695.9%
PH vs DVA
+193.2%
+502.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.3% | -8.8% | +13.1% | +6.8% |
| 30D | +0.1% | -3.4% | +3.5% | +0.6% |
| 3M | -9.4% | -2.6% | -6.8% | -9.4% |
| 6M | +8.8% | -11.9% | +20.6% | +10.6% |
| YTD | +9.6% | +53.6% | -44.0% | -7.3% |
| 1Y | +14.4% | +41.9% | -27.4% | -0.8% |
| 3Y | +134.5% | +97.5% | +37.0% | +77.9% |
| 5Y | +204.4% | +65.0% | +139.5% | +132.4% |
| All | +695.9% | +193.2% | +502.7% | +388.4% |
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