+210.9%
PM vs DVA
+187.8%
+23.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +4.7% | -1.3% | +6.0% | +4.9% |
| 30D | +2.6% | 0.0% | +2.6% | +2.6% |
| 3M | +6.6% | -10.9% | +17.5% | +8.0% |
| 6M | +16.5% | +17.3% | -0.8% | +12.5% |
| YTD | +21.2% | +59.8% | -38.6% | +10.8% |
| 1Y | +17.9% | +36.3% | -18.3% | +10.6% |
| 3Y | +129.8% | +88.6% | +41.2% | +97.4% |
| 5Y | +133.0% | +47.5% | +85.5% | +106.2% |
| All | +210.9% | +187.8% | +23.1% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling