+73.2%
PR vs DVA
+139.6%
-66.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | -16.4% | +2.1% | -18.5% | -16.5% |
| 30D | -1.9% | +8.2% | -10.1% | -2.6% |
| 3M | +8.0% | +5.9% | +2.0% | +7.2% |
| 6M | +4.1% | -1.3% | +5.4% | +4.1% |
| YTD | +58.7% | +68.4% | -9.7% | +45.3% |
| 1Y | +75.8% | +57.5% | +18.4% | +63.0% |
| 3Y | +73.2% | +142.3% | -69.2% | +60.1% |
| All | +73.2% | +139.6% | -66.5% | +60.1% |
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 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