-99.9%
DFNS vs PSX
+138.7%
-238.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | 0.0% |
| 7D | +0.8% | +2.8% | -2.0% | +2.4% |
| 30D | -73.2% | +27.8% | -101.0% | -69.6% |
| 3M | -72.4% | +42.0% | -114.5% | -66.9% |
| 6M | -95.2% | +58.1% | -153.3% | -94.0% |
| YTD | -98.0% | +105.0% | -203.0% | -97.1% |
| 1Y | -98.3% | +104.9% | -203.2% | -97.5% |
| 3Y | -99.9% | +134.1% | -233.9% | -99.8% |
| All | -99.9% | +138.7% | -238.5% | -99.8% |
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