-99.9%
DFNS vs PH
+134.7%
-234.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -16.0% | -3.1% | -12.9% | -17.8% |
| 30D | -77.7% | -3.2% | -74.4% | -78.0% |
| 3M | -77.2% | +10.6% | -87.8% | -75.1% |
| 6M | -95.2% | -2.1% | -93.0% | -95.1% |
| YTD | -98.0% | +10.2% | -108.2% | -97.8% |
| 1Y | -98.3% | +28.2% | -126.5% | -97.9% |
| All | -99.9% | +134.7% | -234.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling