-100.0%
DFNS vs PCOR
-7.6%
-92.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | -6.0% | +3.0% | -9.0% | -6.7% |
| 30D | -71.2% | +38.7% | -109.9% | -74.4% |
| 3M | -94.5% | +24.9% | -119.4% | -95.0% |
| 6M | -96.5% | +68.8% | -165.3% | -97.1% |
| YTD | -99.6% | +6.7% | -106.3% | -99.7% |
| 1Y | -99.7% | +3.0% | -102.7% | -99.7% |
| 3Y | -100.0% | +48.6% | -148.6% | -100.0% |
| 5Y | -100.0% | -12.7% | -87.3% | -100.0% |
| All | -100.0% | -7.6% | -92.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling