-100.0%
DFNS vs PCG
-19.3%
-80.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.8% |
| 7D | -6.0% | +2.2% | -8.1% | -6.3% |
| 30D | -71.2% | +0.8% | -71.9% | -71.2% |
| 3M | -94.5% | -23.8% | -70.7% | -94.3% |
| 6M | -96.5% | -19.6% | -76.9% | -96.4% |
| YTD | -99.6% | -16.7% | -82.9% | -99.6% |
| 1Y | -99.7% | -19.4% | -80.3% | -99.7% |
| 3Y | -100.0% | -18.3% | -81.7% | -100.0% |
| All | -100.0% | -19.3% | -80.7% | -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