-100.0%
DFNS vs PCOR
-22.6%
-77.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | 0.0% | -19.6% | -19.6% |
| 7D | -37.4% | +23.7% | -61.1% | -42.9% |
| 30D | -65.8% | +39.0% | -104.8% | -70.1% |
| 3M | -95.0% | +35.8% | -130.8% | -95.6% |
| 6M | -95.8% | +38.2% | -134.1% | -96.4% |
| YTD | -99.5% | +3.9% | -103.5% | -99.6% |
| 1Y | -99.7% | +5.7% | -105.4% | -99.8% |
| 3Y | -100.0% | +44.8% | -144.7% | -100.0% |
| 5Y | -100.0% | -19.8% | -80.2% | -100.0% |
| All | -100.0% | -22.6% | -77.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling