+2,298.3%
PNC vs DVA
+5,166.5%
-2,868.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.2% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +4.5% | -7.7% | +12.2% | +5.4% |
| 6M | +19.1% | +20.0% | -0.9% | +14.2% |
| YTD | +18.0% | +61.1% | -43.1% | +7.1% |
| 1Y | +24.1% | +33.9% | -9.8% | +16.0% |
| 3Y | +130.0% | +91.5% | +38.5% | +99.4% |
| 5Y | +50.4% | +41.8% | +8.6% | +34.4% |
| 10Y | +271.3% | +187.5% | +83.8% | +191.3% |
| All | +2,298.3% | +5,166.5% | -2,868.2% | +1,228.1% |
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 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