+28.0%
PEP vs DFNS
-100.0%
+127.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -19.6% | +19.9% | +0.2% |
| 7D | +6.7% | -37.4% | +44.1% | +6.6% |
| 30D | +13.5% | -65.8% | +79.3% | +13.5% |
| 3M | +3.9% | -95.0% | +98.9% | +3.8% |
| 6M | -6.0% | -95.8% | +89.8% | -6.1% |
| YTD | +2.5% | -99.5% | +102.0% | +2.1% |
| 1Y | +3.9% | -99.7% | +103.7% | +3.5% |
| 3Y | -4.7% | -100.0% | +95.3% | -7.4% |
| 5Y | +1.1% | -100.0% | +101.1% | -2.2% |
| All | +28.0% | -100.0% | +127.9% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling