+11,394.7%
PCAR vs DVA
+5,180.6%
+6,214.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +2.0% |
| 7D | +2.2% | -4.8% | +6.9% | +3.0% |
| 30D | +0.3% | +0.9% | -0.6% | 0.0% |
| 3M | -17.9% | +2.9% | -20.8% | -18.6% |
| 6M | -3.4% | -7.8% | +4.4% | -2.8% |
| YTD | -0.1% | +61.5% | -61.6% | -9.8% |
| 1Y | +13.4% | +50.1% | -36.7% | +3.7% |
| 3Y | +37.2% | +121.1% | -83.9% | +15.9% |
| 5Y | +117.3% | +72.9% | +44.4% | +86.4% |
| 10Y | +295.0% | +208.2% | +86.7% | +198.4% |
| All | +11,394.7% | +5,180.6% | +6,214.1% | +6,085.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling