-99.9%
DFNS vs PBR
+97.2%
-197.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.4% |
| 7D | +4.6% | +0.3% | +4.3% | +4.9% |
| 30D | -73.9% | +17.5% | -91.4% | -72.3% |
| 3M | -71.7% | +20.9% | -92.6% | -69.7% |
| 6M | -94.6% | +20.2% | -114.8% | -94.2% |
| YTD | -98.1% | +84.3% | -182.4% | -97.8% |
| 1Y | -98.3% | +77.1% | -175.4% | -98.0% |
| All | -99.9% | +97.2% | -197.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling