+21.1%
PFE vs DFNS
-98.3%
+119.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +3.8% | -73.2% | +77.1% | +4.2% |
| 3M | +10.4% | -72.4% | +82.8% | +10.8% |
| 6M | +6.3% | -95.2% | +101.5% | +9.2% |
| YTD | +17.4% | -98.0% | +115.4% | +22.0% |
| 1Y | +21.1% | -98.3% | +119.4% | +14.7% |
| All | +21.1% | -98.3% | +119.4% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling