-100.0%
DFNS vs PCG
+41.6%
-141.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.0% | +13.7% | +12.8% |
| 7D | -13.0% | -2.2% | -10.7% | -12.8% |
| 30D | -56.9% | -0.5% | -56.4% | -56.8% |
| 3M | -93.2% | -24.0% | -69.3% | -93.1% |
| 6M | -95.4% | -18.6% | -76.8% | -95.4% |
| YTD | -99.5% | -17.7% | -81.8% | -99.5% |
| 1Y | -99.6% | -20.0% | -79.6% | -99.6% |
| 3Y | -100.0% | -20.2% | -79.7% | -100.0% |
| 5Y | -100.0% | +8.4% | -108.3% | -100.0% |
| All | -100.0% | +41.6% | -141.6% | -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