-99.9%
DFNS vs PBR
+651.2%
-751.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.4% |
| 7D | -16.0% | +8.6% | -24.6% | -15.1% |
| 30D | -77.7% | +12.8% | -90.5% | -77.4% |
| 3M | -77.2% | +14.7% | -91.9% | -76.8% |
| 6M | -95.2% | +25.2% | -120.4% | -95.1% |
| YTD | -98.0% | +77.1% | -175.1% | -97.9% |
| 1Y | -98.3% | +69.6% | -167.8% | -98.2% |
| 3Y | -99.9% | +95.6% | -195.4% | -99.9% |
| 5Y | -99.9% | +501.8% | -601.6% | -99.8% |
| All | -99.9% | +651.2% | -751.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling