-100.0%
DFNS vs PCG
+42.1%
-142.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -42.8% | -1.1% | -41.8% | -42.8% |
| 30D | -67.6% | +0.1% | -67.6% | -67.5% |
| 3M | -94.9% | -24.4% | -70.4% | -94.8% |
| 6M | -96.7% | -17.7% | -79.1% | -96.7% |
| YTD | -99.6% | -17.4% | -82.2% | -99.6% |
| 1Y | -99.7% | -19.4% | -80.4% | -99.7% |
| 3Y | -100.0% | -18.6% | -81.4% | -100.0% |
| 5Y | -100.0% | +10.2% | -110.2% | -100.0% |
| All | -100.0% | +42.1% | -142.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling