-99.9%
DFNS vs PFGC
+251.6%
-351.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.8% |
| 7D | +4.6% | -3.7% | +8.4% | +4.2% |
| 30D | -73.9% | -16.0% | -57.9% | -74.4% |
| 3M | -71.7% | -4.1% | -67.6% | -71.6% |
| 6M | -94.6% | +8.7% | -103.3% | -94.4% |
| YTD | -98.1% | +6.4% | -104.4% | -98.0% |
| 1Y | -98.3% | -8.4% | -89.9% | -98.3% |
| 3Y | -99.9% | +61.8% | -161.6% | -99.9% |
| 5Y | -99.9% | +108.7% | -208.6% | -99.9% |
| All | -99.9% | +251.6% | -351.4% | -99.9% |
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