+39.4%
PPL vs DVA
+40.3%
-0.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.7% | +1.8% | +0.8% | +2.5% |
| 30D | +0.5% | -2.5% | +2.9% | +0.6% |
| 3M | +0.7% | -4.3% | +4.9% | +0.8% |
| 6M | -7.6% | +18.9% | -26.5% | -9.1% |
| YTD | +1.8% | +61.9% | -60.1% | -2.5% |
| 1Y | -0.8% | +35.7% | -36.5% | -3.5% |
| 3Y | +56.9% | +78.6% | -21.8% | +49.0% |
| All | +39.4% | +40.3% | -0.8% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling