+169.5%
PR vs DVA
+148.1%
+21.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.5% |
| YTD | +69.3% | +61.9% | +7.4% | +53.9% |
| 1Y | +69.5% | +35.7% | +33.8% | +58.6% |
| 3Y | +81.7% | +78.6% | +3.0% | +60.1% |
| 5Y | +422.2% | +39.2% | +383.0% | +367.7% |
| 10Y | +110.4% | +184.0% | -73.7% | +67.6% |
| All | +169.5% | +148.1% | +21.4% | +108.7% |
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