-99.9%
DFNS vs PCOR
-30.9%
-68.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +2.0% |
| 7D | -16.0% | -9.0% | -7.0% | -13.1% |
| 30D | -77.7% | +4.2% | -81.9% | -78.0% |
| 3M | -77.2% | +14.4% | -91.6% | -78.3% |
| 6M | -95.2% | +0.2% | -95.4% | -95.4% |
| YTD | -98.0% | -20.3% | -77.7% | -98.0% |
| 1Y | -98.3% | -16.1% | -82.1% | -98.3% |
| 3Y | -99.9% | -14.7% | -85.2% | -99.9% |
| 5Y | -99.9% | -43.2% | -56.7% | -99.9% |
| All | -99.9% | -30.9% | -68.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling