+96.9%
PSX vs DVA
+62.2%
+34.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.3% | -4.5% |
| 7D | -5.2% | +4.7% | -9.9% | -5.2% |
| 30D | -3.7% | +7.8% | -11.5% | -3.8% |
| 3M | +26.8% | -15.5% | +42.3% | +27.9% |
| 6M | +47.3% | +25.0% | +22.3% | +46.0% |
| YTD | +105.4% | +69.6% | +35.8% | +89.4% |
| 1Y | +96.9% | +60.6% | +36.3% | +85.8% |
| All | +96.9% | +62.2% | +34.8% | +85.8% |
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