-99.9%
DFNS vs PBF
+871.4%
-971.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -16.0% | +4.3% | -20.3% | -16.0% |
| 30D | -77.7% | +22.0% | -99.7% | -77.6% |
| 3M | -77.2% | +74.5% | -151.7% | -76.8% |
| 6M | -95.2% | +67.7% | -162.9% | -95.1% |
| YTD | -98.0% | +179.2% | -277.1% | -97.9% |
| 1Y | -98.3% | +170.0% | -268.3% | -98.2% |
| 3Y | -99.9% | +66.4% | -166.3% | -99.9% |
| 5Y | -99.9% | +764.5% | -864.4% | -99.8% |
| All | -99.9% | +871.4% | -971.3% | -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 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