+1,112.1%
PSX vs DVA
+329.0%
+783.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +4.5% | +1.8% | +2.7% | +4.0% |
| 30D | +26.6% | -2.5% | +29.1% | +27.2% |
| 3M | +39.3% | -4.3% | +43.5% | +39.7% |
| 6M | +56.8% | +18.9% | +38.0% | +46.5% |
| YTD | +101.8% | +61.9% | +39.9% | +71.1% |
| 1Y | +99.6% | +35.7% | +63.9% | +77.7% |
| 3Y | +140.3% | +78.6% | +61.7% | +91.1% |
| 5Y | +339.3% | +39.2% | +300.1% | +266.0% |
| 10Y | +369.9% | +184.0% | +185.8% | +187.7% |
| All | +1,112.1% | +329.0% | +783.1% | +539.6% |
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