-100.0%
DFNS vs PFG
+72.1%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -12.9% |
| 7D | -44.0% | -0.6% | -43.4% | -44.0% |
| 30D | -69.1% | +2.0% | -71.1% | -68.8% |
| 3M | -95.6% | -3.2% | -92.5% | -95.7% |
| 6M | -96.2% | +10.9% | -107.1% | -95.8% |
| YTD | -99.6% | +28.8% | -128.5% | -99.5% |
| 1Y | -99.7% | +39.2% | -138.9% | -99.6% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +72.1% | -172.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling