-100.0%
DFNS vs PR
+225.0%
-325.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.9% | -14.1% | -11.8% |
| 7D | -44.0% | -16.4% | -27.6% | -46.8% |
| 30D | -69.1% | -1.9% | -67.2% | -69.2% |
| 3M | -95.6% | +8.0% | -103.6% | -95.5% |
| 6M | -96.2% | +4.1% | -100.3% | -96.1% |
| YTD | -99.6% | +58.7% | -158.3% | -99.6% |
| 1Y | -99.7% | +75.8% | -175.6% | -99.7% |
| 3Y | -100.0% | +73.2% | -173.1% | -100.0% |
| All | -100.0% | +225.0% | -325.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling