+763.1%
PM vs DVA
+749.6%
+13.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | -4.9% | +1.8% | -6.7% | -5.3% |
| 30D | -3.4% | -2.5% | -0.9% | -2.9% |
| 3M | +5.2% | -4.3% | +9.4% | +5.5% |
| 6M | +3.7% | +18.9% | -15.2% | -1.5% |
| YTD | +15.8% | +61.9% | -46.2% | +1.8% |
| 1Y | +17.4% | +35.7% | -18.4% | +7.3% |
| 3Y | +116.9% | +78.6% | +38.3% | +78.8% |
| 5Y | +117.3% | +39.2% | +78.1% | +85.5% |
| 10Y | +193.8% | +184.0% | +9.7% | +89.6% |
| All | +763.1% | +749.6% | +13.5% | +283.6% |
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