-77.5%
PLTD vs DVA
+18.4%
-96.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.6% |
| 7D | +5.9% | +1.8% | +4.1% | +5.9% |
| 30D | -11.6% | -2.5% | -9.1% | -11.6% |
| 3M | -29.9% | -4.3% | -25.7% | -29.9% |
| 6M | -28.5% | +18.9% | -47.4% | -28.3% |
| YTD | -20.4% | +61.9% | -82.3% | -16.2% |
| 1Y | -33.3% | +35.7% | -69.0% | -32.0% |
| All | -77.5% | +18.4% | -96.0% | -73.9% |
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