+287.1%
PCAR vs DVA
+193.2%
+93.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.9% | -8.8% | +13.7% | +6.9% |
| 30D | -1.4% | -3.4% | +2.0% | -0.9% |
| 3M | -18.1% | -2.6% | -15.6% | -18.0% |
| 6M | -4.0% | -11.9% | +7.9% | -2.4% |
| YTD | -1.5% | +53.6% | -55.1% | -12.6% |
| 1Y | +13.2% | +41.9% | -28.7% | +2.3% |
| 3Y | +35.8% | +97.5% | -61.7% | +12.3% |
| 5Y | +114.6% | +65.0% | +49.7% | +78.5% |
| All | +287.1% | +193.2% | +93.9% | +174.2% |
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