-99.7%
DFNS vs PFG
+43.7%
-143.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -10.9% |
| 7D | -42.8% | +2.3% | -45.1% | -45.9% |
| 30D | -67.6% | +7.6% | -75.2% | -72.7% |
| 3M | -94.9% | +2.5% | -97.4% | -95.4% |
| 6M | -96.7% | +16.6% | -113.3% | -97.5% |
| YTD | -99.6% | +34.1% | -133.7% | -99.7% |
| All | -99.7% | +43.7% | -143.5% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling