+6.5%
PFE vs DFNS
-99.9%
+106.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +1.8% | -16.0% | +17.7% | +1.8% |
| 30D | +10.2% | -77.7% | +87.9% | +10.8% |
| 3M | +12.7% | -77.2% | +89.9% | +11.7% |
| 6M | +10.5% | -95.2% | +105.7% | +10.3% |
| YTD | +20.2% | -98.0% | +118.1% | +20.3% |
| 1Y | +24.1% | -98.3% | +122.3% | +24.1% |
| 3Y | -3.6% | -99.9% | +96.3% | -2.4% |
| 5Y | -20.9% | -99.9% | +79.0% | -19.7% |
| All | +6.5% | -99.9% | +106.3% | +9.7% |
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 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