-77.3%
PLTD vs DVA
+12.4%
-89.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -4.8% | -8.8% | +4.0% | -4.7% |
| 30D | +16.9% | -3.4% | +20.3% | +16.9% |
| 3M | +2.6% | -2.6% | +5.2% | +2.6% |
| 6M | -36.2% | -11.9% | -24.4% | -36.2% |
| YTD | -19.4% | +53.6% | -73.1% | -15.2% |
| 1Y | -22.5% | +41.9% | -64.4% | -19.5% |
| All | -77.3% | +12.4% | -89.6% | -73.6% |
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