-99.7%
DFNS vs PFGC
+12.0%
-111.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -5.7% |
| 7D | -42.8% | +10.8% | -53.7% | -47.6% |
| 30D | -67.6% | +17.8% | -85.4% | -72.3% |
| 3M | -94.9% | -2.7% | -92.1% | -94.5% |
| 6M | -96.7% | +20.0% | -116.8% | -96.8% |
| YTD | -99.6% | +24.3% | -123.9% | -99.7% |
| All | -99.7% | +12.0% | -111.7% | -99.8% |
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