-100.0%
DFNS vs PH
+468.0%
-567.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.5% | -17.8% | -19.7% |
| 7D | -12.7% | +7.4% | -20.0% | -11.1% |
| 30D | -65.2% | +0.5% | -65.7% | -65.2% |
| 3M | -94.6% | -10.2% | -84.3% | -94.7% |
| 6M | -96.2% | +8.9% | -105.2% | -96.1% |
| YTD | -99.6% | +9.7% | -109.3% | -99.6% |
| 1Y | -99.7% | +12.8% | -112.5% | -99.7% |
| 3Y | -100.0% | +134.6% | -234.6% | -100.0% |
| 5Y | -100.0% | +204.5% | -304.5% | -100.0% |
| All | -100.0% | +468.0% | -567.9% | -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