-100.0%
DFNS vs PBF
+808.8%
-908.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -3.0% |
| 7D | -42.8% | -7.4% | -35.4% | -42.8% |
| 30D | -67.6% | -17.5% | -50.1% | -67.6% |
| 3M | -94.9% | +13.1% | -108.0% | -94.8% |
| 6M | -96.7% | +72.6% | -169.4% | -96.7% |
| YTD | -99.6% | +161.2% | -260.8% | -99.6% |
| 1Y | -99.7% | +93.3% | -193.1% | -99.7% |
| 3Y | -100.0% | +80.7% | -180.7% | -100.0% |
| 5Y | -100.0% | +396.1% | -496.1% | -100.0% |
| All | -100.0% | +808.8% | -908.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling