-99.6%
DFNS vs PCOR
+4.0%
-103.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +19.7% | -38.0% | -38.3% |
| 7D | -27.7% | +21.8% | -49.5% | -46.6% |
| 30D | -58.0% | +39.5% | -97.5% | -74.2% |
| 3M | -94.0% | +35.2% | -129.2% | -96.3% |
| 6M | -94.6% | +21.7% | -116.3% | -97.2% |
| YTD | -99.4% | +3.9% | -103.4% | -99.7% |
| 1Y | -99.6% | +6.9% | -106.6% | -99.8% |
| All | -99.6% | +4.0% | -103.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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