-2.7%
PCG vs DVA
+5,239.3%
-5,242.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | +0.1% | +3.5% | -3.4% | -0.3% |
| 3M | -24.4% | +1.0% | -25.4% | -24.6% |
| 6M | -17.7% | -6.6% | -11.1% | -17.4% |
| YTD | -17.4% | +63.3% | -80.7% | -21.7% |
| 1Y | -19.4% | +50.0% | -69.4% | -23.0% |
| 3Y | -18.6% | +120.1% | -138.7% | -25.3% |
| 5Y | +10.2% | +73.7% | -63.5% | +2.0% |
| 10Y | -76.7% | +212.7% | -289.4% | -79.5% |
| All | -2.7% | +5,239.3% | -5,242.0% | -17.9% |
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