+162.6%
PM vs DFNS
-100.0%
+262.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.2% |
| 7D | +0.5% | -6.0% | +6.5% | +0.5% |
| 30D | -3.2% | -71.2% | +68.0% | -3.4% |
| 3M | +6.2% | -94.5% | +100.8% | +5.9% |
| 6M | +7.7% | -96.5% | +104.2% | +7.6% |
| YTD | +27.3% | -99.6% | +126.9% | +26.9% |
| 1Y | +32.8% | -99.7% | +132.5% | +32.4% |
| 3Y | +150.0% | -100.0% | +250.0% | +148.7% |
| All | +162.6% | -100.0% | +262.6% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling