+367.9%
PCAR vs DVA
+186.3%
+181.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | -6.9% | -0.4% | -6.5% | -6.9% |
| 3M | +2.1% | -7.7% | +9.8% | +3.2% |
| 6M | +1.6% | +20.0% | -18.4% | -3.7% |
| YTD | +12.2% | +61.1% | -48.9% | -1.1% |
| 1Y | +28.0% | +33.9% | -5.8% | +17.6% |
| 3Y | +61.0% | +91.5% | -30.6% | +33.7% |
| 5Y | +163.9% | +41.8% | +122.2% | +130.5% |
| 10Y | +367.9% | +187.5% | +180.4% | +234.9% |
| All | +367.9% | +186.3% | +181.6% | +234.9% |
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