+9.4%
PFE vs DFNS
-100.0%
+109.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | -0.5% |
| 7D | -4.7% | -42.8% | +38.1% | -4.5% |
| 30D | +3.4% | -67.6% | +70.9% | +3.8% |
| 3M | +9.2% | -94.9% | +104.1% | +10.5% |
| 6M | +15.8% | -96.7% | +112.6% | +15.7% |
| YTD | +23.4% | -99.6% | +123.1% | +24.4% |
| 1Y | +25.8% | -99.7% | +125.6% | +27.0% |
| 3Y | +17.8% | -100.0% | +117.8% | +20.0% |
| 5Y | -20.2% | -100.0% | +79.8% | -18.5% |
| All | +9.4% | -100.0% | +109.4% | +13.5% |
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