-98.3%
DFNS vs PSA
+4.9%
-103.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.4% |
| 7D | +4.6% | -2.2% | +6.9% | +4.9% |
| 30D | -73.9% | -9.6% | -64.3% | -73.8% |
| 3M | -71.7% | -7.9% | -63.8% | -71.9% |
| 6M | -94.6% | -2.0% | -92.6% | -94.9% |
| YTD | -98.1% | +15.7% | -113.8% | -98.5% |
| 1Y | -98.3% | +5.8% | -104.1% | -98.4% |
| All | -98.3% | +4.9% | -103.2% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling