-100.0%
DFNS vs PBF
+779.0%
-879.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.6% | -10.6% | -12.2% |
| 7D | -44.0% | -13.8% | -30.3% | -44.0% |
| 30D | -69.1% | -19.6% | -49.5% | -69.1% |
| 3M | -95.6% | +10.3% | -105.9% | -95.6% |
| 6M | -96.2% | +63.4% | -159.6% | -96.1% |
| YTD | -99.6% | +152.6% | -252.2% | -99.6% |
| 1Y | -99.7% | +87.4% | -187.1% | -99.7% |
| 3Y | -100.0% | +63.3% | -163.2% | -100.0% |
| 5Y | -100.0% | +412.5% | -512.4% | -100.0% |
| All | -100.0% | +779.0% | -879.0% | -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