+367.0%
PSX vs DVA
+40.8%
+326.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +15.8% | +1.7% | +14.2% | +15.5% |
| 3M | +43.0% | -8.7% | +51.7% | +44.2% |
| 6M | +61.1% | +19.7% | +41.4% | +55.6% |
| YTD | +104.5% | +59.6% | +44.9% | +87.5% |
| 1Y | +102.5% | +37.1% | +65.4% | +90.0% |
| 3Y | +133.5% | +89.8% | +43.7% | +108.8% |
| 5Y | +367.0% | +47.4% | +319.6% | +342.7% |
| All | +367.0% | +40.8% | +326.1% | +342.7% |
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 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