-100.0%
DFNS vs PCOR
-9.0%
-91.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -42.8% | +22.2% | -65.0% | -47.2% |
| 30D | -67.6% | +36.0% | -103.6% | -71.1% |
| 3M | -94.9% | +34.0% | -128.9% | -95.4% |
| 6M | -96.7% | +43.5% | -140.2% | -97.2% |
| YTD | -99.6% | +5.1% | -104.7% | -99.7% |
| 1Y | -99.7% | -3.9% | -95.8% | -99.8% |
| 3Y | -100.0% | +52.9% | -152.9% | -100.0% |
| 5Y | -100.0% | -18.7% | -81.3% | -100.0% |
| All | -100.0% | -9.0% | -91.0% | -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