-37.2%
PNR vs DVA
+22.0%
-59.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | -3.9% | +2.0% | -5.9% | -4.0% |
| 30D | -13.8% | -0.4% | -13.4% | -13.8% |
| 3M | -22.5% | -7.7% | -14.9% | -23.0% |
| 6M | -37.2% | +20.0% | -57.1% | -40.3% |
| All | -37.2% | +22.0% | -59.2% | -40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling