-99.9%
DFNS vs PBR
+691.6%
-791.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.6% |
| 7D | -6.3% | +5.4% | -11.7% | -5.8% |
| 30D | -74.0% | +22.9% | -96.8% | -73.3% |
| 3M | -70.1% | +19.6% | -89.8% | -69.5% |
| 6M | -93.9% | +16.5% | -110.4% | -93.8% |
| YTD | -98.1% | +86.7% | -184.8% | -98.0% |
| 1Y | -98.3% | +74.7% | -173.0% | -98.2% |
| 3Y | -99.9% | +102.6% | -202.5% | -99.9% |
| 5Y | -99.9% | +566.6% | -666.5% | -99.9% |
| All | -99.9% | +691.6% | -791.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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