+78.3%
PR vs DVA
+31.4%
+46.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.2% |
| 7D | -0.6% | +2.2% | -2.8% | -0.6% |
| 30D | +17.4% | -2.0% | +19.4% | +17.4% |
| 3M | +21.8% | -6.3% | +28.0% | +22.7% |
| 6M | +27.6% | +19.4% | +8.2% | +29.5% |
| YTD | +71.4% | +58.5% | +12.9% | +69.7% |
| 1Y | +78.3% | +33.9% | +44.5% | +71.5% |
| All | +78.3% | +31.4% | +46.9% | +71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling