+14.1%
PCG vs DVA
+75.9%
-61.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -1.6% | +2.1% | -3.6% | -1.9% |
| 30D | +1.4% | +8.2% | -6.8% | +0.3% |
| 3M | -23.4% | +5.9% | -29.3% | -24.1% |
| 6M | -19.4% | -1.3% | -18.1% | -19.7% |
| YTD | -18.5% | +68.4% | -86.9% | -25.4% |
| 1Y | -19.5% | +57.5% | -77.0% | -25.7% |
| 3Y | -21.0% | +142.3% | -163.3% | -31.4% |
| All | +14.1% | +75.9% | -61.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling