+220.7%
PM vs DFNS
-99.9%
+320.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -4.9% | -16.0% | +11.1% | -4.9% |
| 30D | -3.4% | -77.7% | +74.3% | -3.5% |
| 3M | +5.2% | -77.2% | +82.4% | +5.3% |
| 6M | +3.7% | -95.2% | +98.9% | +3.7% |
| YTD | +15.8% | -98.0% | +113.7% | +15.7% |
| 1Y | +17.4% | -98.3% | +115.6% | +17.3% |
| 3Y | +116.9% | -99.9% | +216.8% | +116.9% |
| 5Y | +117.3% | -99.9% | +217.2% | +113.9% |
| All | +220.7% | -99.9% | +320.5% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling