+30.9%
PM vs DVA
+42.7%
-11.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.4% |
| 7D | -2.4% | -10.7% | +8.2% | -1.8% |
| 30D | -1.3% | -4.4% | +3.1% | -1.1% |
| 3M | +6.5% | -4.1% | +10.6% | +6.7% |
| 6M | +7.0% | -13.2% | +20.2% | +7.3% |
| YTD | +25.8% | +53.2% | -27.4% | +26.1% |
| 1Y | +30.9% | +40.8% | -9.9% | +34.6% |
| All | +30.9% | +42.7% | -11.8% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling