-100.0%
DFNS vs PCG
-21.6%
-78.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.3% | -11.9% |
| 7D | -44.0% | -1.6% | -42.4% | -43.8% |
| 30D | -69.1% | +1.4% | -70.5% | -69.2% |
| 3M | -95.6% | -23.4% | -72.2% | -95.5% |
| 6M | -96.2% | -19.4% | -76.8% | -96.1% |
| YTD | -99.6% | -18.5% | -81.1% | -99.6% |
| 1Y | -99.7% | -19.5% | -80.2% | -99.7% |
| 3Y | -100.0% | -21.0% | -79.0% | -100.0% |
| All | -100.0% | -21.6% | -78.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling