-98.3%
DFNS vs PFGC
-8.4%
-89.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +1.1% |
| 7D | +0.8% | -2.4% | +3.2% | +3.2% |
| 30D | -73.2% | -15.8% | -57.5% | -68.5% |
| 3M | -72.4% | -0.6% | -71.9% | -68.9% |
| 6M | -95.2% | +10.7% | -105.9% | -94.8% |
| YTD | -98.0% | +7.6% | -105.6% | -97.8% |
| 1Y | -98.3% | -7.8% | -90.4% | -98.2% |
| All | -98.3% | -8.4% | -89.9% | -98.2% |
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