+267.7%
PR vs DVA
+64.3%
+203.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +6.0% | -8.8% | +14.8% | +7.1% |
| 30D | -4.2% | -3.4% | -0.8% | -4.1% |
| 3M | +10.0% | -2.6% | +12.5% | +9.8% |
| 6M | +15.6% | -11.9% | +27.5% | +16.8% |
| YTD | +68.2% | +53.6% | +14.5% | +52.4% |
| 1Y | +79.2% | +41.9% | +37.3% | +64.9% |
| 3Y | +94.9% | +97.5% | -2.6% | +66.6% |
| All | +267.7% | +64.3% | +203.3% | +217.3% |
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 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