-100.0%
DFNS vs PCAR
+139.4%
-239.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +13.0% |
| 7D | -13.0% | +2.2% | -15.2% | -12.8% |
| 30D | -56.9% | +0.3% | -57.2% | -56.8% |
| 3M | -93.2% | -17.9% | -75.3% | -93.4% |
| 6M | -95.4% | -3.4% | -92.0% | -95.4% |
| YTD | -99.5% | -0.1% | -99.4% | -99.5% |
| 1Y | -99.6% | +13.4% | -113.0% | -99.6% |
| 3Y | -100.0% | +37.2% | -137.2% | -100.0% |
| 5Y | -100.0% | +117.3% | -217.3% | -100.0% |
| All | -100.0% | +139.4% | -239.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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