+5,317.4%
PSA vs DVA
+5,081.6%
+235.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -0.4% | +2.2% | -2.6% | -0.7% |
| 30D | -8.2% | -2.0% | -6.1% | -8.0% |
| 3M | -2.1% | -6.3% | +4.1% | -1.7% |
| 6M | -0.2% | +19.4% | -19.6% | -2.7% |
| YTD | +18.5% | +58.5% | -40.0% | +11.5% |
| 1Y | +6.6% | +33.9% | -27.3% | +2.2% |
| 3Y | +24.5% | +88.4% | -64.0% | +13.9% |
| 5Y | +13.6% | +39.5% | -25.9% | +5.7% |
| 10Y | +102.0% | +179.5% | -77.5% | +70.1% |
| All | +5,317.4% | +5,081.6% | +235.8% | +3,924.6% |
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