-98.2%
DFNS vs PNC
+24.9%
-123.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.0% |
| 7D | -3.3% | -0.9% | -2.4% | -2.9% |
| 30D | -73.1% | -4.4% | -68.7% | -72.4% |
| 3M | -71.4% | +5.3% | -76.7% | -73.3% |
| 6M | -93.8% | +19.6% | -113.4% | -94.9% |
| YTD | -98.0% | +19.1% | -117.2% | -98.4% |
| 1Y | -98.2% | +24.3% | -122.5% | -98.6% |
| All | -98.2% | +24.9% | -123.0% | -98.6% |
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