-100.0%
DFNS vs PSX
+157.7%
-257.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.2% |
| 7D | -6.0% | +7.8% | -13.8% | -2.6% |
| 30D | -71.2% | -10.9% | -60.3% | -73.1% |
| 3M | -94.5% | +14.5% | -109.0% | -94.1% |
| 6M | -96.5% | +56.1% | -152.7% | -95.6% |
| YTD | -99.6% | +109.6% | -209.2% | -99.4% |
| 1Y | -99.7% | +95.5% | -195.2% | -99.6% |
| 3Y | -100.0% | +156.2% | -256.2% | -100.0% |
| All | -100.0% | +157.7% | -257.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling