-96.2%
DFNS vs PFG
+10.8%
-107.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -7.9% |
| 7D | -44.0% | -0.6% | -43.4% | -43.7% |
| 30D | -69.1% | +2.0% | -71.1% | -71.7% |
| 3M | -95.6% | -3.2% | -92.5% | -95.4% |
| 6M | -96.2% | +10.9% | -107.1% | -96.4% |
| All | -96.2% | +10.8% | -107.0% | -96.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling