-99.7%
DFNS vs PCAR
+9.3%
-109.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -4.1% |
| 7D | -42.8% | +2.9% | -45.7% | -43.2% |
| 30D | -67.6% | -2.1% | -65.4% | -67.1% |
| 3M | -94.9% | -20.4% | -74.5% | -94.5% |
| 6M | -96.7% | -7.0% | -89.8% | -96.6% |
| YTD | -99.6% | -2.6% | -97.0% | -99.6% |
| All | -99.7% | +9.3% | -109.1% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling