-94.6%
DFNS vs PNC
-8.5%
-86.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -18.9% | -19.2% |
| 7D | -12.7% | +1.9% | -14.6% | -13.1% |
| 30D | -65.2% | +6.2% | -71.4% | -65.2% |
| 3M | -94.6% | -8.7% | -85.8% | -94.3% |
| All | -94.6% | -8.5% | -86.0% | -94.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling