-100.0%
DFNS vs PCG
+6.9%
-106.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.0% | -18.4% | -19.3% |
| 7D | -12.7% | -2.0% | -10.7% | -12.5% |
| 30D | -65.2% | -2.7% | -62.5% | -65.1% |
| 3M | -94.6% | -25.1% | -69.5% | -94.5% |
| 6M | -96.2% | -22.3% | -73.9% | -96.2% |
| YTD | -99.6% | -18.5% | -81.1% | -99.6% |
| 1Y | -99.7% | -21.8% | -77.9% | -99.7% |
| 3Y | -100.0% | -21.0% | -78.9% | -100.0% |
| 5Y | -100.0% | +8.1% | -108.1% | -100.0% |
| All | -100.0% | +6.9% | -106.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling