-98.2%
DFNS vs PSX
+101.7%
-199.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.3% |
| 7D | -3.3% | +1.5% | -4.9% | -2.9% |
| 30D | -73.1% | +15.8% | -88.9% | -72.0% |
| 3M | -71.4% | +43.0% | -114.4% | -70.6% |
| 6M | -93.8% | +61.1% | -154.9% | -94.0% |
| YTD | -98.0% | +104.5% | -202.6% | -98.2% |
| 1Y | -98.2% | +102.5% | -200.7% | -98.4% |
| All | -98.2% | +101.7% | -199.9% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling