-99.6%
DFNS vs PNR
-31.2%
-68.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.3% | -21.6% | -21.4% |
| 7D | -27.7% | +11.9% | -39.6% | -36.4% |
| 30D | -58.0% | +37.1% | -95.1% | -71.2% |
| 3M | -94.0% | +5.7% | -99.7% | -94.1% |
| 6M | -94.6% | -5.7% | -88.9% | -94.5% |
| YTD | -99.4% | -29.8% | -69.6% | -99.2% |
| 1Y | -99.6% | -31.8% | -67.9% | -99.5% |
| All | -99.6% | -31.2% | -68.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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