-99.9%
DFNS vs PSX
+400.5%
-500.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -16.0% | +4.5% | -20.5% | -15.2% |
| 30D | -77.7% | +26.6% | -104.3% | -76.7% |
| 3M | -77.2% | +39.3% | -116.4% | -75.7% |
| 6M | -95.2% | +56.8% | -152.0% | -94.8% |
| YTD | -98.0% | +101.8% | -199.8% | -97.7% |
| 1Y | -98.3% | +99.6% | -197.9% | -98.0% |
| 3Y | -99.9% | +140.3% | -240.2% | -99.9% |
| 5Y | -99.9% | +339.3% | -439.2% | -99.8% |
| All | -99.9% | +400.5% | -500.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling