-95.8%
DFNS vs PCAR
-8.5%
-87.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.6% | -18.1% | -19.2% |
| 7D | -37.4% | +2.2% | -39.6% | -37.6% |
| 30D | -65.8% | -4.4% | -61.4% | -64.8% |
| 3M | -95.0% | -21.4% | -73.6% | -94.7% |
| 6M | -95.8% | -7.3% | -88.5% | -95.5% |
| All | -95.8% | -8.5% | -87.4% | -95.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling