+415.3%
PR vs DVA
+40.3%
+375.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +2.9% | +1.8% | +1.1% | +2.6% |
| 30D | +18.0% | -2.5% | +20.5% | +18.4% |
| 3M | +16.9% | -4.3% | +21.1% | +17.2% |
| 6M | +28.2% | +18.9% | +9.3% | +23.4% |
| YTD | +69.3% | +61.9% | +7.4% | +52.5% |
| 1Y | +69.5% | +35.7% | +33.8% | +57.9% |
| 3Y | +81.7% | +78.6% | +3.0% | +58.1% |
| All | +415.3% | +40.3% | +375.0% | +438.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling