+37.3%
PCAR vs DVA
+118.6%
-81.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.2% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -2.1% | +3.5% | -5.6% | -2.9% |
| 3M | -20.4% | +1.0% | -21.3% | -20.7% |
| 6M | -7.0% | -6.6% | -0.4% | -6.7% |
| YTD | -2.6% | +63.3% | -66.0% | -14.4% |
| 1Y | +9.8% | +50.0% | -40.2% | -1.5% |
| 3Y | +37.3% | +120.1% | -82.8% | +23.5% |
| All | +37.3% | +118.6% | -81.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling