+272.5%
PM vs DVA
+193.2%
+79.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.5% | -8.8% | +9.3% | +1.9% |
| 30D | -3.2% | -3.4% | +0.2% | -2.9% |
| 3M | +6.2% | -2.6% | +8.8% | +6.4% |
| 6M | +7.7% | -11.9% | +19.6% | +8.9% |
| YTD | +27.3% | +53.6% | -26.4% | +16.7% |
| 1Y | +32.8% | +41.9% | -9.1% | +23.3% |
| 3Y | +150.0% | +97.5% | +52.5% | +112.4% |
| 5Y | +164.2% | +65.0% | +99.3% | +125.4% |
| All | +272.5% | +193.2% | +79.3% | +174.4% |
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