-100.0%
DFNS vs PFG
+224.0%
-324.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -2.4% |
| 7D | -42.8% | +2.3% | -45.1% | -42.6% |
| 30D | -67.6% | +7.6% | -75.2% | -67.2% |
| 3M | -94.9% | +2.5% | -97.4% | -94.8% |
| 6M | -96.7% | +16.6% | -113.3% | -96.6% |
| YTD | -99.6% | +34.1% | -133.7% | -99.6% |
| 1Y | -99.7% | +44.1% | -143.8% | -99.7% |
| 3Y | -100.0% | +86.3% | -186.2% | -100.0% |
| 5Y | -100.0% | +101.6% | -201.5% | -100.0% |
| All | -100.0% | +224.0% | -324.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling