-100.0%
DFNS vs PSA
+137.1%
-237.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.9% |
| 7D | -42.8% | +1.5% | -44.3% | -42.2% |
| 30D | -67.6% | +16.7% | -84.2% | -64.1% |
| 3M | -94.9% | +4.0% | -98.9% | -94.7% |
| 6M | -96.7% | +10.9% | -107.6% | -96.4% |
| YTD | -99.6% | +34.2% | -133.8% | -99.5% |
| 1Y | -99.7% | +26.6% | -126.4% | -99.7% |
| 3Y | -100.0% | +54.7% | -154.7% | -100.0% |
| 5Y | -100.0% | +30.0% | -130.0% | -100.0% |
| All | -100.0% | +137.1% | -237.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling