-74.2%
PCG vs DVA
+181.7%
-255.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.8% | +4.1% |
| 7D | +5.4% | +2.2% | +3.2% | +4.9% |
| 30D | -15.1% | -2.0% | -13.1% | -14.7% |
| 3M | -9.8% | -6.3% | -3.6% | -9.0% |
| 6M | -18.0% | +19.4% | -37.4% | -22.4% |
| YTD | -7.2% | +58.5% | -65.7% | -18.4% |
| 1Y | +2.9% | +33.9% | -31.0% | -5.9% |
| 3Y | -11.1% | +88.4% | -99.5% | -27.3% |
| 5Y | +61.8% | +39.5% | +22.3% | +39.9% |
| All | -74.2% | +181.7% | -255.9% | -82.2% |
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