-23.8%
PFE vs DFNS
-100.0%
+76.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.2% |
| 7D | -1.7% | -6.0% | +4.3% | -1.7% |
| 30D | +0.3% | -71.2% | +71.5% | +0.8% |
| 3M | +9.4% | -94.5% | +103.9% | +10.6% |
| 6M | +14.9% | -96.5% | +111.4% | +14.7% |
| YTD | +23.8% | -99.6% | +123.4% | +24.8% |
| 1Y | +19.5% | -99.7% | +119.2% | +20.5% |
| 3Y | +21.0% | -100.0% | +121.0% | +23.2% |
| All | -23.8% | -100.0% | +76.2% | -27.2% |
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