-2.0%
PCG vs DVA
+5,059.1%
-5,061.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.0% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | +0.8% | 0.0% | +0.7% | +0.7% |
| 3M | -22.0% | -2.4% | -19.6% | -22.0% |
| 6M | -17.1% | -9.8% | -7.3% | -16.6% |
| YTD | -16.9% | +57.8% | -74.7% | -21.0% |
| 1Y | -19.1% | +49.2% | -68.3% | -22.7% |
| 3Y | -19.4% | +116.0% | -135.5% | -25.9% |
| 5Y | +9.0% | +68.5% | -59.5% | +1.1% |
| 10Y | -76.2% | +198.9% | -275.1% | -78.9% |
| All | -2.0% | +5,059.1% | -5,061.2% | -17.1% |
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