-98.2%
DFNS vs PNR
-47.3%
-50.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +3.5% |
| 7D | -3.3% | -5.5% | +2.1% | +4.6% |
| 30D | -73.1% | -15.6% | -57.5% | -65.4% |
| 3M | -71.4% | -20.2% | -51.2% | -62.1% |
| 6M | -93.8% | -36.6% | -57.2% | -90.0% |
| YTD | -98.0% | -45.0% | -53.1% | -96.1% |
| 1Y | -98.2% | -47.4% | -50.7% | -95.9% |
| All | -98.2% | -47.3% | -50.9% | -95.9% |
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