+4.4%
PEP vs DFNS
-100.0%
+104.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +2.2% |
| 7D | +2.9% | -6.0% | +8.9% | +2.9% |
| 30D | +12.5% | -71.2% | +83.7% | +12.5% |
| 3M | +4.5% | -94.5% | +99.1% | +4.4% |
| 6M | -0.5% | -96.5% | +96.1% | -0.7% |
| YTD | +4.4% | -99.6% | +104.0% | +4.0% |
| 1Y | +4.4% | -99.7% | +104.0% | +4.0% |
| 3Y | -3.4% | -100.0% | +96.6% | -6.2% |
| All | +4.4% | -100.0% | +104.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling