-100.0%
DFNS vs PCOR
-10.3%
-89.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.9% | -12.1% |
| 7D | -44.0% | +22.7% | -66.7% | -48.4% |
| 30D | -69.1% | +37.5% | -106.6% | -72.6% |
| 3M | -95.6% | +35.2% | -130.8% | -96.1% |
| 6M | -96.2% | +42.2% | -138.4% | -96.7% |
| YTD | -99.6% | +3.6% | -103.2% | -99.6% |
| 1Y | -99.7% | -4.8% | -95.0% | -99.8% |
| 3Y | -100.0% | +48.3% | -148.3% | -100.0% |
| 5Y | -100.0% | -20.1% | -79.9% | -100.0% |
| All | -100.0% | -10.3% | -89.7% | -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