-75.3%
PCG vs DVA
+186.3%
-261.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.6% |
| 7D | +6.5% | +2.0% | +4.4% | +6.0% |
| 30D | -16.7% | -0.4% | -16.4% | -16.6% |
| 3M | -14.2% | -7.7% | -6.5% | -13.2% |
| 6M | -21.5% | +20.0% | -41.4% | -25.8% |
| YTD | -11.2% | +61.1% | -72.3% | -22.1% |
| 1Y | -4.2% | +33.9% | -38.1% | -12.4% |
| 3Y | -14.9% | +91.5% | -106.4% | -30.6% |
| 5Y | +54.2% | +41.8% | +12.5% | +32.9% |
| 10Y | -75.3% | +187.5% | -262.8% | -83.0% |
| All | -75.3% | +186.3% | -261.6% | -83.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling