-99.9%
DFNS vs PSLV
+158.3%
-258.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.3% | -3.5% | -2.9% | -6.1% |
| 30D | -74.0% | -2.1% | -71.8% | -73.9% |
| 3M | -70.1% | -1.6% | -68.5% | -70.4% |
| 6M | -93.9% | -25.5% | -68.4% | -94.0% |
| YTD | -98.1% | -11.4% | -86.7% | -98.1% |
| 1Y | -98.3% | +48.6% | -146.9% | -98.2% |
| 3Y | -99.9% | +166.9% | -266.8% | -99.9% |
| 5Y | -99.9% | +152.4% | -252.3% | -99.8% |
| All | -99.9% | +158.3% | -258.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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