-98.2%
DFNS vs PCG
-3.9%
-94.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.7% |
| 7D | -16.0% | -13.9% | -2.1% | -16.3% |
| 30D | -77.7% | -16.9% | -60.8% | -77.7% |
| 3M | -77.2% | -14.7% | -62.4% | -77.4% |
| 6M | -95.2% | -23.8% | -71.4% | -95.1% |
| YTD | -98.0% | -10.5% | -87.5% | -98.0% |
| All | -98.2% | -3.9% | -94.3% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling