-100.0%
DFNS vs PNR
+15.8%
-115.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.4% |
| 7D | -6.0% | +0.3% | -6.2% | -5.9% |
| 30D | -71.2% | +31.7% | -102.9% | -66.2% |
| 3M | -94.5% | +2.6% | -97.2% | -94.5% |
| 6M | -96.5% | -6.4% | -90.2% | -97.0% |
| YTD | -99.6% | -33.4% | -66.2% | -99.8% |
| 1Y | -99.7% | -35.1% | -64.6% | -99.9% |
| 3Y | -100.0% | +17.1% | -117.1% | -100.0% |
| All | -100.0% | +15.8% | -115.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling