-99.9%
DFNS vs PSA
+104.4%
-204.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -6.1% |
| 7D | +4.6% | -2.2% | +6.9% | +3.0% |
| 30D | -73.9% | -9.6% | -64.3% | -75.5% |
| 3M | -71.7% | -7.9% | -63.8% | -72.0% |
| 6M | -94.6% | -2.0% | -92.6% | -94.5% |
| YTD | -98.1% | +15.7% | -113.8% | -97.8% |
| 1Y | -98.3% | +5.8% | -104.1% | -98.2% |
| 3Y | -99.9% | +21.6% | -121.4% | -99.9% |
| 5Y | -99.9% | +13.1% | -113.0% | -99.9% |
| All | -99.9% | +104.4% | -204.3% | -99.9% |
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