-100.0%
DFNS vs PH
+467.1%
-567.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -2.0% |
| 7D | -42.8% | +3.0% | -45.9% | -42.5% |
| 30D | -67.6% | -0.6% | -66.9% | -67.6% |
| 3M | -94.9% | -10.7% | -84.1% | -95.0% |
| 6M | -96.7% | +9.1% | -105.8% | -96.6% |
| YTD | -99.6% | +9.5% | -109.1% | -99.6% |
| 1Y | -99.7% | +14.0% | -113.8% | -99.7% |
| 3Y | -100.0% | +138.9% | -238.8% | -100.0% |
| 5Y | -100.0% | +209.1% | -309.1% | -100.0% |
| All | -100.0% | +467.1% | -567.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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