-14.8%
PNR vs DVA
+89.6%
-104.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.0% | -1.3% | -4.7% | -5.9% |
| 30D | -14.0% | 0.0% | -14.0% | -14.0% |
| 3M | -21.7% | -10.9% | -10.8% | -21.2% |
| 6M | -37.3% | +17.3% | -54.5% | -38.7% |
| YTD | -45.1% | +59.8% | -104.9% | -48.1% |
| 1Y | -49.1% | +36.3% | -85.4% | -50.5% |
| 3Y | -14.8% | +88.6% | -103.4% | -19.8% |
| All | -14.8% | +89.6% | -104.5% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling