-99.9%
DFNS vs PCAR
+168.1%
-267.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -16.0% | -0.5% | -15.5% | -16.2% |
| 30D | -77.7% | -6.2% | -71.5% | -78.0% |
| 3M | -77.2% | +5.9% | -83.1% | -76.9% |
| 6M | -95.2% | +0.4% | -95.6% | -95.2% |
| YTD | -98.0% | +14.8% | -112.8% | -97.9% |
| 1Y | -98.3% | +30.1% | -128.4% | -98.1% |
| 3Y | -99.9% | +66.7% | -166.5% | -99.9% |
| All | -99.9% | +168.1% | -267.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling