-100.0%
DFNS vs PCG
+43.0%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.8% |
| 7D | -37.0% | -0.5% | -36.5% | -36.9% |
| 30D | -63.4% | +0.8% | -64.2% | -63.4% |
| 3M | -94.1% | -22.0% | -72.0% | -94.0% |
| 6M | -96.3% | -17.1% | -79.2% | -96.3% |
| YTD | -99.6% | -16.9% | -82.7% | -99.6% |
| 1Y | -99.7% | -19.1% | -80.6% | -99.7% |
| 3Y | -100.0% | -19.4% | -80.5% | -100.0% |
| 5Y | -100.0% | +9.0% | -109.0% | -100.0% |
| All | -100.0% | +43.0% | -143.0% | -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