-100.0%
DFNS vs PR
+2,676.5%
-2,776.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -3.1% |
| 7D | -42.8% | -12.4% | -30.4% | -44.0% |
| 30D | -67.6% | -6.6% | -61.0% | -67.8% |
| 3M | -94.9% | +7.5% | -102.4% | -94.8% |
| 6M | -96.7% | +10.8% | -107.5% | -96.7% |
| YTD | -99.6% | +57.0% | -156.6% | -99.6% |
| 1Y | -99.7% | +67.9% | -167.7% | -99.7% |
| 3Y | -100.0% | +87.6% | -187.6% | -100.0% |
| 5Y | -100.0% | +220.4% | -320.3% | -100.0% |
| All | -100.0% | +2,676.5% | -2,776.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling