-100.0%
DFNS vs PFGC
+310.9%
-410.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -2.5% |
| 7D | -42.8% | +10.8% | -53.7% | -41.6% |
| 30D | -67.6% | +17.8% | -85.4% | -66.7% |
| 3M | -94.9% | -2.7% | -92.1% | -94.8% |
| 6M | -96.7% | +20.0% | -116.8% | -96.6% |
| YTD | -99.6% | +24.3% | -123.9% | -99.6% |
| 1Y | -99.7% | +13.2% | -112.9% | -99.7% |
| 3Y | -100.0% | +85.9% | -185.9% | -100.0% |
| 5Y | -100.0% | +141.0% | -241.0% | -100.0% |
| All | -100.0% | +310.9% | -410.9% | -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