+1.5%
PPL vs DVA
+31.4%
-29.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | -0.1% |
| 7D | +1.8% | +2.2% | -0.5% | +1.8% |
| 30D | -1.1% | -2.0% | +0.9% | -1.1% |
| 3M | 0.0% | -6.3% | +6.3% | +0.2% |
| 6M | -7.6% | +19.4% | -27.0% | -7.0% |
| YTD | +1.7% | +58.5% | -56.8% | +3.2% |
| 1Y | +1.5% | +33.9% | -32.3% | +4.2% |
| All | +1.5% | +31.4% | -29.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling