+11.8%
PFE vs DFNS
-100.0%
+111.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.7% | -12.4% | +0.3% |
| 7D | -3.0% | -13.0% | +10.0% | -2.9% |
| 30D | +5.2% | -56.9% | +62.1% | +5.5% |
| 3M | +12.2% | -93.2% | +105.5% | +13.4% |
| 6M | +17.8% | -95.4% | +113.2% | +17.5% |
| YTD | +26.2% | -99.5% | +125.7% | +27.0% |
| 1Y | +23.2% | -99.6% | +122.8% | +24.1% |
| 3Y | +21.3% | -100.0% | +121.3% | +23.4% |
| 5Y | -23.1% | -100.0% | +76.9% | -21.5% |
| All | +11.8% | -100.0% | +111.8% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling