+378.1%
PSX vs DVA
+187.8%
+190.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | +15.6% | 0.0% | +15.6% | +15.6% |
| 3M | +46.5% | -10.9% | +57.4% | +49.5% |
| 6M | +55.0% | +17.3% | +37.7% | +46.2% |
| YTD | +105.3% | +59.8% | +45.5% | +76.9% |
| 1Y | +101.6% | +36.3% | +65.3% | +81.0% |
| 3Y | +134.1% | +88.6% | +45.5% | +87.1% |
| 5Y | +368.7% | +47.5% | +321.1% | +289.7% |
| All | +378.1% | +187.8% | +190.3% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling