-99.9%
DFNS vs PSLV
+148.4%
-248.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.9% | +2.1% |
| 7D | -3.3% | -4.9% | +1.5% | -2.9% |
| 30D | -73.1% | -1.9% | -71.2% | -73.0% |
| 3M | -71.4% | +4.2% | -75.6% | -71.6% |
| 6M | -93.8% | -27.6% | -66.3% | -94.0% |
| YTD | -98.0% | -11.7% | -86.4% | -98.0% |
| 1Y | -98.2% | +49.3% | -147.5% | -98.0% |
| 3Y | -99.9% | +167.1% | -267.0% | -99.8% |
| 5Y | -99.9% | +151.7% | -251.6% | -99.8% |
| All | -99.9% | +148.4% | -248.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling