+250.6%
PM vs DFNS
-100.0%
+350.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.2% | +10.4% | -1.8% |
| 7D | -5.2% | -44.0% | +38.8% | -5.3% |
| 30D | +2.7% | -69.1% | +71.8% | +2.6% |
| 3M | +6.1% | -95.6% | +101.8% | +5.8% |
| 6M | +18.0% | -96.2% | +114.2% | +17.9% |
| YTD | +26.6% | -99.6% | +126.2% | +26.3% |
| 1Y | +36.7% | -99.7% | +136.4% | +36.3% |
| 3Y | +146.0% | -100.0% | +246.0% | +146.1% |
| 5Y | +164.1% | -100.0% | +264.1% | +159.7% |
| All | +250.6% | -100.0% | +350.6% | +249.4% |
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