-99.9%
DFNS vs PSLV
+165.6%
-265.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +0.8% | +2.7% | -1.9% | +0.6% |
| 30D | -73.2% | +3.5% | -76.7% | -73.3% |
| 3M | -72.4% | +0.3% | -72.7% | -72.7% |
| 6M | -95.2% | -21.0% | -74.2% | -95.3% |
| YTD | -98.0% | -8.9% | -89.1% | -98.0% |
| 1Y | -98.3% | +54.0% | -152.2% | -98.2% |
| 3Y | -99.9% | +175.4% | -275.3% | -99.9% |
| 5Y | -99.9% | +157.7% | -257.5% | -99.8% |
| All | -99.9% | +165.6% | -265.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling