-100.0%
DFNS vs PNC
+172.4%
-272.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.4% |
| 7D | -6.0% | +3.1% | -9.0% | -5.3% |
| 30D | -71.2% | +7.6% | -78.8% | -70.6% |
| 3M | -94.5% | -8.1% | -86.4% | -94.7% |
| 6M | -96.5% | +12.6% | -109.1% | -96.4% |
| YTD | -99.6% | +15.0% | -114.6% | -99.6% |
| 1Y | -99.7% | +30.4% | -130.1% | -99.7% |
| 3Y | -100.0% | +116.1% | -216.1% | -100.0% |
| 5Y | -100.0% | +37.5% | -137.4% | -100.0% |
| All | -100.0% | +172.4% | -272.3% | -100.0% |
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