+28.9%
PM vs DFNS
-99.7%
+128.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.4% |
| 7D | -7.3% | -42.8% | +35.5% | -7.4% |
| 30D | -4.0% | -67.6% | +63.5% | -4.4% |
| 3M | +2.7% | -94.9% | +97.6% | +1.8% |
| 6M | +14.9% | -96.7% | +111.6% | +15.5% |
| YTD | +23.5% | -99.6% | +123.1% | +26.0% |
| All | +28.9% | -99.7% | +128.7% | +30.8% |
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