-77.4%
PLTD vs DVA
+19.4%
-96.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -5.5% |
| 7D | +4.2% | -0.1% | +4.4% | +4.3% |
| 30D | +20.8% | +3.5% | +17.3% | +20.8% |
| 3M | -2.6% | +1.0% | -3.5% | -2.6% |
| 6M | -33.1% | -6.6% | -26.5% | -33.0% |
| YTD | -20.0% | +63.3% | -83.4% | -15.8% |
| 1Y | -21.6% | +50.0% | -71.7% | -18.8% |
| All | -77.4% | +19.4% | -96.9% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling