+948.7%
PPG vs DVA
+5,118.1%
-4,169.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -5.1% | -0.2% | -5.0% | -5.1% |
| 30D | -9.6% | +1.7% | -11.2% | -9.8% |
| 3M | -6.4% | -8.7% | +2.2% | -5.6% |
| 6M | +0.5% | +19.7% | -19.1% | -2.9% |
| YTD | +4.4% | +59.6% | -55.2% | -3.6% |
| 1Y | -0.9% | +37.1% | -38.0% | -6.5% |
| 3Y | -17.0% | +89.8% | -106.7% | -26.2% |
| 5Y | -23.7% | +47.4% | -71.0% | -30.9% |
| 10Y | +25.9% | +184.9% | -159.0% | +2.6% |
| All | +948.7% | +5,118.1% | -4,169.4% | +602.4% |
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