-98.3%
DFNS vs PBF
+172.0%
-270.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +4.6% | +1.4% | +3.3% | +4.1% |
| 30D | -73.9% | +15.8% | -89.7% | -75.2% |
| 3M | -71.7% | +90.3% | -162.0% | -76.1% |
| 6M | -94.6% | +102.8% | -197.4% | -95.7% |
| YTD | -98.1% | +187.3% | -285.4% | -98.7% |
| 1Y | -98.3% | +161.8% | -260.1% | -98.9% |
| All | -98.3% | +172.0% | -270.3% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling