+147.1%
PM vs DFNS
-100.0%
+247.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -19.4% | +19.5% | +0.1% |
| 7D | -2.4% | -12.7% | +10.3% | -2.4% |
| 30D | -1.3% | -65.2% | +63.9% | -1.4% |
| 3M | +6.5% | -94.6% | +101.1% | +6.2% |
| 6M | +7.0% | -96.2% | +103.2% | +6.9% |
| YTD | +25.8% | -99.6% | +125.4% | +25.5% |
| 1Y | +30.9% | -99.7% | +130.6% | +30.5% |
| All | +147.1% | -100.0% | +247.1% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling