+20.3%
PSA vs DVA
+89.4%
-69.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -9.4% | +1.7% | -11.1% | -9.6% |
| 3M | -8.2% | -8.7% | +0.5% | -7.5% |
| 6M | -1.8% | +19.7% | -21.5% | -5.4% |
| YTD | +15.7% | +59.6% | -43.9% | +6.1% |
| 1Y | +6.3% | +37.1% | -30.8% | -0.4% |
| All | +20.3% | +89.4% | -69.1% | +10.4% |
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