+57.9%
PPL vs DVA
+105.9%
-48.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -0.4% | -8.8% | +8.4% | +0.2% |
| 30D | +2.6% | -3.4% | +6.0% | +2.8% |
| 3M | +0.8% | -2.6% | +3.4% | +0.8% |
| 6M | +1.4% | -11.9% | +13.3% | +1.9% |
| YTD | +4.3% | +53.6% | -49.3% | -0.6% |
| 1Y | +0.8% | +41.9% | -41.1% | -2.9% |
| 3Y | +57.9% | +97.5% | -39.6% | +36.3% |
| All | +57.9% | +105.9% | -48.0% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling