-99.7%
DFNS vs PCAR
+11.3%
-111.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -6.0% | +4.9% | -10.9% | -7.1% |
| 30D | -71.2% | -1.4% | -69.8% | -70.8% |
| 3M | -94.5% | -18.1% | -76.4% | -94.2% |
| 6M | -96.5% | -4.0% | -92.5% | -96.5% |
| YTD | -99.6% | -1.5% | -98.2% | -99.6% |
| 1Y | -99.7% | +13.2% | -112.9% | -99.7% |
| All | -99.7% | +11.3% | -111.0% | -99.7% |
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