-100.0%
DFNS vs PSX
+308.4%
-408.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.6% | -21.0% | -19.0% |
| 7D | -12.7% | +6.4% | -19.1% | -11.3% |
| 30D | -65.2% | -10.2% | -55.0% | -66.4% |
| 3M | -94.6% | +17.2% | -111.7% | -94.3% |
| 6M | -96.2% | +51.8% | -148.0% | -95.8% |
| YTD | -99.6% | +108.0% | -207.6% | -99.5% |
| 1Y | -99.7% | +96.1% | -195.8% | -99.6% |
| 3Y | -100.0% | +155.9% | -255.8% | -100.0% |
| 5Y | -100.0% | +306.9% | -406.9% | -100.0% |
| All | -100.0% | +308.4% | -408.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling