+74.7%
PBR vs DVA
+36.3%
+38.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | +5.4% | -1.3% | +6.7% | +5.4% |
| 30D | +22.9% | 0.0% | +22.8% | +22.9% |
| 3M | +19.6% | -10.9% | +30.6% | +20.1% |
| 6M | +16.5% | +17.3% | -0.8% | +16.8% |
| YTD | +86.7% | +59.8% | +26.9% | +83.3% |
| 1Y | +74.7% | +36.3% | +38.5% | +77.6% |
| All | +74.7% | +36.3% | +38.4% | +77.6% |
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 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