-100.0%
DFNS vs PSA
+135.4%
-235.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.7% |
| 7D | -13.0% | -2.1% | -10.9% | -14.2% |
| 30D | -56.9% | +16.2% | -73.1% | -52.3% |
| 3M | -93.2% | +4.3% | -97.5% | -93.0% |
| 6M | -95.4% | +9.9% | -105.3% | -94.9% |
| YTD | -99.5% | +33.3% | -132.8% | -99.4% |
| 1Y | -99.6% | +25.8% | -125.5% | -99.6% |
| 3Y | -100.0% | +54.8% | -154.7% | -100.0% |
| 5Y | -100.0% | +27.5% | -127.5% | -100.0% |
| All | -100.0% | +135.4% | -235.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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