-99.9%
DFNS vs PNR
+52.4%
-152.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -1.5% |
| 7D | +0.8% | -3.0% | +3.8% | -0.1% |
| 30D | -73.2% | -14.9% | -58.3% | -74.6% |
| 3M | -72.4% | -19.0% | -53.4% | -75.0% |
| 6M | -95.2% | -35.9% | -59.3% | -96.2% |
| YTD | -98.0% | -43.1% | -54.8% | -98.5% |
| 1Y | -98.3% | -46.4% | -51.9% | -98.8% |
| 3Y | -99.9% | -10.8% | -89.0% | -99.9% |
| 5Y | -99.9% | -18.9% | -81.0% | -99.9% |
| All | -99.9% | +52.4% | -152.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling