-99.7%
DFNS vs PCG
-20.1%
-79.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.3% | -12.4% |
| 7D | -44.0% | -1.6% | -42.4% | -44.1% |
| 30D | -69.1% | +1.4% | -70.5% | -69.1% |
| 3M | -95.6% | -23.4% | -72.2% | -95.7% |
| 6M | -96.2% | -19.4% | -76.8% | -96.3% |
| YTD | -99.6% | -18.5% | -81.1% | -99.6% |
| 1Y | -99.7% | -19.5% | -80.2% | -99.7% |
| All | -99.7% | -20.1% | -79.6% | -99.7% |
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