+16.2%
PM vs DFNS
-98.2%
+114.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.0% |
| 3M | +5.8% | -72.4% | +78.2% | +5.2% |
| 6M | +10.6% | -95.2% | +105.8% | +8.9% |
| YTD | +17.2% | -98.0% | +115.1% | +14.5% |
| All | +16.2% | -98.2% | +114.4% | +17.6% |
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