-100.0%
DFNS vs PSA
+133.7%
-233.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.8% |
| 7D | -12.7% | -2.1% | -10.6% | -13.9% |
| 30D | -65.2% | +15.6% | -80.8% | -61.7% |
| 3M | -94.6% | +4.1% | -98.6% | -94.4% |
| 6M | -96.2% | +9.2% | -105.4% | -95.8% |
| YTD | -99.6% | +32.3% | -131.9% | -99.5% |
| 1Y | -99.7% | +26.2% | -125.9% | -99.6% |
| 3Y | -100.0% | +53.7% | -153.6% | -100.0% |
| 5Y | -100.0% | +26.6% | -126.5% | -100.0% |
| All | -100.0% | +133.7% | -233.7% | -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