-99.9%
DFNS vs PSA
+27.0%
-126.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | -1.0% |
| 7D | -16.0% | -3.7% | -12.3% | -20.6% |
| 30D | -77.7% | -7.7% | -70.0% | -79.9% |
| 3M | -77.2% | -0.6% | -76.6% | -75.3% |
| 6M | -95.2% | -0.9% | -94.3% | -95.0% |
| YTD | -98.0% | +18.7% | -116.6% | -97.2% |
| 1Y | -98.3% | +7.6% | -105.9% | -98.1% |
| All | -99.9% | +27.0% | -126.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling