-100.0%
DFNS vs PBF
+835.8%
-935.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.5% |
| 7D | -6.0% | +6.5% | -12.4% | -6.0% |
| 30D | -71.2% | -20.0% | -51.2% | -71.2% |
| 3M | -94.5% | -3.3% | -91.2% | -94.5% |
| 6M | -96.5% | +76.8% | -173.3% | -96.5% |
| YTD | -99.6% | +168.9% | -268.6% | -99.6% |
| 1Y | -99.7% | +96.4% | -196.0% | -99.7% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| 5Y | -100.0% | +417.7% | -517.7% | -100.0% |
| All | -100.0% | +835.8% | -935.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling