-100.0%
DFNS vs PFGC
+308.7%
-408.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.4% |
| 7D | -6.0% | +3.4% | -9.4% | -5.5% |
| 30D | -71.2% | +16.9% | -88.1% | -70.4% |
| 3M | -94.5% | +6.4% | -100.9% | -94.4% |
| 6M | -96.5% | +16.0% | -112.5% | -96.4% |
| YTD | -99.6% | +23.6% | -123.3% | -99.6% |
| 1Y | -99.7% | +16.6% | -116.3% | -99.7% |
| 3Y | -100.0% | +82.3% | -182.3% | -100.0% |
| 5Y | -100.0% | +138.7% | -238.7% | -100.0% |
| All | -100.0% | +308.7% | -408.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling