-99.9%
DFNS vs PBF
+903.2%
-1,003.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.8% |
| 7D | +0.8% | +2.4% | -1.6% | +0.8% |
| 30D | -73.2% | +24.9% | -98.1% | -73.2% |
| 3M | -72.4% | +81.9% | -154.3% | -71.9% |
| 6M | -95.2% | +79.4% | -174.6% | -95.1% |
| YTD | -98.0% | +188.3% | -286.3% | -97.9% |
| 1Y | -98.3% | +177.3% | -275.5% | -98.2% |
| 3Y | -99.9% | +56.0% | -155.9% | -99.9% |
| 5Y | -99.9% | +804.0% | -903.9% | -99.9% |
| All | -99.9% | +903.2% | -1,003.0% | -99.8% |
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