-11.9%
PEP vs DFNS
-99.9%
+87.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | -16.0% | +14.6% | -1.4% |
| 30D | +0.2% | -77.7% | +77.9% | +0.2% |
| 3M | -1.1% | -77.2% | +76.1% | -1.2% |
| 6M | -13.5% | -95.2% | +81.7% | -13.7% |
| YTD | -1.2% | -98.0% | +96.8% | -1.5% |
| 1Y | -1.6% | -98.3% | +96.7% | -1.8% |
| All | -11.9% | -99.9% | +87.9% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling