+224.6%
PM vs DFNS
-99.9%
+324.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | -2.6% | -73.2% | +70.7% | -2.7% |
| 3M | +5.8% | -72.4% | +78.2% | +5.9% |
| 6M | +10.6% | -95.2% | +105.8% | +10.6% |
| YTD | +17.2% | -98.0% | +115.1% | +17.1% |
| 1Y | +17.6% | -98.3% | +115.9% | +17.6% |
| 3Y | +124.3% | -99.9% | +224.1% | +124.3% |
| 5Y | +125.1% | -99.9% | +224.9% | +121.7% |
| All | +224.6% | -99.9% | +324.4% | +224.0% |
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