-100.0%
DFNS vs PR
+61.1%
-161.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.9% | -14.8% | -22.8% |
| 7D | -37.4% | -16.5% | -20.9% | -45.6% |
| 30D | -65.8% | -4.5% | -61.3% | -66.8% |
| 3M | -95.0% | +8.5% | -103.6% | -94.7% |
| 6M | -95.8% | -3.3% | -92.5% | -95.7% |
| YTD | -99.5% | +55.7% | -155.3% | -99.4% |
| 1Y | -99.7% | +82.0% | -181.8% | -99.6% |
| All | -100.0% | +61.1% | -161.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling