-99.9%
DFNS vs PNR
-21.1%
-78.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.1% |
| 7D | -3.3% | -5.5% | +2.1% | -5.1% |
| 30D | -73.1% | -15.6% | -57.5% | -74.7% |
| 3M | -71.4% | -20.2% | -51.2% | -74.4% |
| 6M | -93.8% | -36.6% | -57.2% | -95.2% |
| YTD | -98.0% | -45.0% | -53.1% | -98.6% |
| 1Y | -98.2% | -47.4% | -50.7% | -98.8% |
| 3Y | -99.9% | -13.7% | -86.2% | -99.9% |
| 5Y | -99.9% | -20.8% | -79.1% | -99.9% |
| All | -99.9% | -21.1% | -78.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling