-99.9%
DFNS vs PSA
+15.2%
-115.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.9% |
| 7D | +0.8% | -0.4% | +1.2% | +0.4% |
| 30D | -73.2% | -8.2% | -65.1% | -74.8% |
| 3M | -72.4% | -2.1% | -70.3% | -71.5% |
| 6M | -95.2% | -0.2% | -95.0% | -95.0% |
| YTD | -98.0% | +18.5% | -116.5% | -97.6% |
| 1Y | -98.3% | +6.6% | -104.8% | -98.1% |
| 3Y | -99.9% | +24.5% | -124.3% | -99.9% |
| 5Y | -99.9% | +13.6% | -113.4% | -99.8% |
| All | -99.9% | +15.2% | -115.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling