-100.0%
DFNS vs PCOR
+52.3%
-152.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +13.0% |
| 7D | -37.0% | +20.7% | -57.7% | -46.4% |
| 30D | -63.4% | +35.7% | -99.1% | -71.4% |
| 3M | -94.1% | +31.1% | -125.1% | -95.3% |
| 6M | -96.3% | +43.1% | -139.4% | -97.4% |
| YTD | -99.6% | +4.8% | -104.4% | -99.7% |
| 1Y | -99.7% | -3.7% | -96.0% | -99.8% |
| 3Y | -100.0% | +46.5% | -146.5% | -100.0% |
| All | -100.0% | +52.3% | -152.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling