-99.9%
DFNS vs PNC
+51.0%
-150.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.9% |
| 7D | +4.6% | -0.7% | +5.4% | +4.3% |
| 30D | -73.9% | -4.4% | -69.5% | -74.3% |
| 3M | -71.7% | +4.5% | -76.2% | -71.2% |
| 6M | -94.6% | +19.1% | -113.6% | -94.2% |
| YTD | -98.1% | +18.0% | -116.1% | -98.0% |
| 1Y | -98.3% | +24.1% | -122.4% | -98.2% |
| 3Y | -99.9% | +130.0% | -229.9% | -99.9% |
| 5Y | -99.9% | +50.4% | -150.3% | -99.9% |
| All | -99.9% | +51.0% | -150.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling