-98.3%
DFNS vs PFGC
-5.1%
-93.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -16.0% | -2.2% | -13.8% | -14.1% |
| 30D | -77.7% | -11.9% | -65.8% | -74.9% |
| 3M | -77.2% | +5.0% | -82.2% | -75.1% |
| 6M | -95.2% | +8.6% | -103.8% | -94.8% |
| YTD | -98.0% | +9.7% | -107.7% | -97.9% |
| 1Y | -98.3% | -6.3% | -92.0% | -98.3% |
| All | -98.3% | -5.1% | -93.2% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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