+62.8%
PNR vs DVA
+187.8%
-125.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.0% | -1.3% | -4.7% | -5.7% |
| 30D | -14.0% | 0.0% | -14.0% | -14.0% |
| 3M | -21.7% | -10.9% | -10.8% | -20.2% |
| 6M | -37.3% | +17.3% | -54.5% | -40.7% |
| YTD | -45.1% | +59.8% | -104.9% | -52.8% |
| 1Y | -49.1% | +36.3% | -85.4% | -54.3% |
| 3Y | -14.8% | +88.6% | -103.4% | -32.6% |
| 5Y | -21.0% | +47.5% | -68.6% | -34.9% |
| All | +62.8% | +187.8% | -125.0% | +6.4% |
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