-99.9%
DFNS vs PFG
+227.6%
-327.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.3% |
| 7D | -16.0% | +5.5% | -21.5% | -15.3% |
| 30D | -77.7% | +2.4% | -80.1% | -77.6% |
| 3M | -77.2% | +13.6% | -90.8% | -76.6% |
| 6M | -95.2% | +27.9% | -123.1% | -94.9% |
| YTD | -98.0% | +35.6% | -133.5% | -97.8% |
| 1Y | -98.3% | +48.5% | -146.7% | -98.1% |
| 3Y | -99.9% | +66.9% | -166.7% | -99.9% |
| 5Y | -99.9% | +111.0% | -210.8% | -99.8% |
| All | -99.9% | +227.6% | -327.5% | -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 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