+3.5%
PEP vs DFNS
-99.7%
+103.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | +1.0% | -42.8% | +43.9% | +1.2% |
| 30D | +12.6% | -67.6% | +80.2% | +12.9% |
| 3M | +3.1% | -94.9% | +98.0% | +4.0% |
| 6M | -6.3% | -96.7% | +90.5% | -10.2% |
| YTD | +1.9% | -99.6% | +101.5% | -5.8% |
| All | +3.5% | -99.7% | +103.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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