+152.6%
PR vs DVA
+158.0%
-5.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.2% |
| 7D | -16.4% | +2.1% | -18.5% | -16.7% |
| 30D | -1.9% | +8.2% | -10.1% | -3.2% |
| 3M | +8.0% | +5.9% | +2.0% | +6.6% |
| 6M | +4.1% | -1.3% | +5.4% | +3.6% |
| YTD | +58.7% | +68.4% | -9.7% | +43.0% |
| 1Y | +75.8% | +57.5% | +18.4% | +60.2% |
| 3Y | +73.2% | +142.3% | -69.2% | +45.3% |
| 5Y | +230.1% | +75.0% | +155.2% | +185.3% |
| 10Y | +67.4% | +226.4% | -159.0% | +33.0% |
| All | +152.6% | +158.0% | -5.4% | +93.8% |
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 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