-99.9%
DFNS vs PFG
+223.0%
-322.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -1.0% |
| 7D | +0.8% | +6.0% | -5.2% | +1.7% |
| 30D | -73.2% | +2.2% | -75.4% | -73.1% |
| 3M | -72.4% | +10.4% | -82.8% | -71.9% |
| 6M | -95.2% | +27.8% | -123.0% | -94.9% |
| YTD | -98.0% | +33.6% | -131.6% | -97.8% |
| 1Y | -98.3% | +49.3% | -147.6% | -98.0% |
| 3Y | -99.9% | +69.7% | -169.6% | -99.9% |
| 5Y | -99.9% | +111.3% | -211.2% | -99.8% |
| All | -99.9% | +223.0% | -322.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling