+50.9%
PNC vs DVA
+46.8%
+4.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.6% | -1.3% | +0.8% | -0.3% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | +5.2% | -10.9% | +16.2% | +6.7% |
| 6M | +20.6% | +17.3% | +3.4% | +15.8% |
| YTD | +19.8% | +59.8% | -40.0% | +7.5% |
| 1Y | +24.4% | +36.3% | -11.8% | +15.2% |
| 3Y | +131.2% | +88.6% | +42.6% | +97.3% |
| All | +50.9% | +46.8% | +4.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling