+10,505.6%
PH vs DVA
+5,194.7%
+5,310.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.1% | +1.8% | -4.9% | -3.4% |
| 30D | -3.2% | -2.5% | -0.8% | -2.9% |
| 3M | +10.6% | -4.3% | +14.8% | +10.8% |
| 6M | -2.1% | +18.9% | -21.0% | -6.0% |
| YTD | +10.2% | +61.9% | -51.8% | -0.2% |
| 1Y | +28.2% | +35.7% | -7.5% | +19.6% |
| 3Y | +134.9% | +78.6% | +56.2% | +105.9% |
| 5Y | +253.6% | +39.2% | +214.4% | +217.1% |
| 10Y | +804.7% | +184.0% | +620.7% | +614.4% |
| All | +10,505.6% | +5,194.7% | +5,310.9% | +6,067.4% |
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 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