+295.0%
PCAR vs DVA
+206.9%
+88.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +1.9% |
| 7D | +2.2% | -4.8% | +6.9% | +3.2% |
| 30D | +0.3% | +0.9% | -0.6% | -0.1% |
| 3M | -17.9% | +2.9% | -20.8% | -18.7% |
| 6M | -3.4% | -7.8% | +4.4% | -2.7% |
| YTD | -0.1% | +61.5% | -61.6% | -12.3% |
| 1Y | +13.4% | +50.1% | -36.7% | +1.3% |
| 3Y | +37.2% | +121.1% | -83.9% | +10.7% |
| 5Y | +117.3% | +72.9% | +44.4% | +79.0% |
| 10Y | +295.0% | +208.2% | +86.7% | +178.6% |
| All | +295.0% | +206.9% | +88.1% | +178.6% |
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 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