-99.9%
DFNS vs PNC
+185.3%
-285.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -16.0% | +1.4% | -17.4% | -15.7% |
| 30D | -77.7% | -3.8% | -73.9% | -77.9% |
| 3M | -77.2% | +9.0% | -86.2% | -76.6% |
| 6M | -95.2% | +16.6% | -111.8% | -95.0% |
| YTD | -98.0% | +20.4% | -118.4% | -97.9% |
| 1Y | -98.3% | +22.3% | -120.6% | -98.2% |
| 3Y | -99.9% | +124.5% | -224.4% | -99.9% |
| 5Y | -99.9% | +54.1% | -153.9% | -99.8% |
| All | -99.9% | +185.3% | -285.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling