-16.5%
PLTD vs DVA
+62.2%
-78.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.9% |
| 7D | +14.4% | +4.7% | +9.7% | +13.9% |
| 30D | +8.6% | +7.8% | +0.8% | +7.8% |
| 3M | -9.2% | -15.5% | +6.3% | -7.9% |
| 6M | -29.5% | +25.0% | -54.6% | -31.6% |
| YTD | -20.2% | +69.6% | -89.8% | -19.3% |
| 1Y | -16.5% | +60.6% | -77.1% | -12.5% |
| All | -16.5% | +62.2% | -78.7% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling