-76.0%
PCG vs DVA
+193.2%
-269.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +2.2% | -8.8% | +10.9% | +4.1% |
| 30D | +0.8% | -3.4% | +4.2% | +1.2% |
| 3M | -23.8% | -2.6% | -21.2% | -23.7% |
| 6M | -19.6% | -11.9% | -7.7% | -18.3% |
| YTD | -16.7% | +53.6% | -70.4% | -26.6% |
| 1Y | -19.4% | +41.9% | -61.2% | -27.7% |
| 3Y | -18.3% | +97.5% | -115.8% | -33.9% |
| 5Y | +10.4% | +65.0% | -54.6% | -10.2% |
| All | -76.0% | +193.2% | -269.2% | -83.5% |
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 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