+1,348.1%
PPL vs DVA
+5,406.5%
-4,058.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +0.4% | +2.1% | -1.6% | +0.2% |
| 30D | +5.4% | +8.2% | -2.8% | +4.6% |
| 3M | +4.3% | +5.9% | -1.6% | +3.6% |
| 6M | -1.3% | -1.3% | 0.0% | -1.6% |
| YTD | +4.7% | +68.4% | -63.7% | -1.2% |
| 1Y | +1.3% | +57.5% | -56.2% | -3.8% |
| 3Y | +57.2% | +142.3% | -85.1% | +42.5% |
| 5Y | +48.2% | +75.0% | -26.7% | +36.4% |
| 10Y | +62.7% | +226.4% | -163.6% | +40.5% |
| All | +1,348.1% | +5,406.5% | -4,058.4% | +1,043.7% |
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