+1,071.2%
PNR vs DVA
+5,118.1%
-4,046.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -15.6% | +1.7% | -17.2% | -15.8% |
| 3M | -20.2% | -8.7% | -11.5% | -19.4% |
| 6M | -36.6% | +19.7% | -56.3% | -39.0% |
| YTD | -45.0% | +59.6% | -104.6% | -50.0% |
| 1Y | -47.4% | +37.1% | -84.5% | -51.0% |
| 3Y | -13.7% | +89.8% | -103.5% | -24.9% |
| 5Y | -20.8% | +47.4% | -68.2% | -29.6% |
| 10Y | +65.2% | +184.9% | -119.7% | +30.4% |
| All | +1,071.2% | +5,118.1% | -4,046.9% | +600.1% |
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