-100.0%
DFNS vs PCAR
+34.2%
-134.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.6% | -18.1% | -20.0% |
| 7D | -37.4% | +2.2% | -39.6% | -36.9% |
| 30D | -65.8% | -4.4% | -61.4% | -66.1% |
| 3M | -95.0% | -21.4% | -73.6% | -95.3% |
| 6M | -95.8% | -7.3% | -88.5% | -95.9% |
| YTD | -99.5% | -3.8% | -95.8% | -99.5% |
| 1Y | -99.7% | +6.3% | -106.0% | -99.7% |
| All | -100.0% | +34.2% | -134.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling