-99.6%
DFNS vs PNC
+32.8%
-132.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.8% | -20.1% | -19.3% |
| 7D | -27.7% | +2.3% | -29.9% | -28.9% |
| 30D | -58.0% | +7.0% | -64.9% | -60.0% |
| 3M | -94.0% | -7.3% | -86.7% | -93.6% |
| 6M | -94.6% | +8.9% | -103.5% | -95.4% |
| YTD | -99.4% | +15.5% | -115.0% | -99.6% |
| 1Y | -99.6% | +31.8% | -131.5% | -99.9% |
| All | -99.6% | +32.8% | -132.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling