-99.7%
DFNS vs PCAR
+3.7%
-103.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.4% | -9.8% | -11.4% |
| 7D | -44.0% | +0.1% | -44.1% | -43.9% |
| 30D | -69.1% | -4.6% | -64.6% | -68.4% |
| 3M | -95.6% | -22.6% | -73.1% | -95.3% |
| 6M | -96.2% | -12.0% | -84.2% | -96.0% |
| YTD | -99.6% | -6.1% | -93.5% | -99.6% |
| 1Y | -99.7% | +6.3% | -106.1% | -99.8% |
| All | -99.7% | +3.7% | -103.4% | -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