-100.0%
DFNS vs PFGC
+295.2%
-395.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.2% | -12.5% |
| 7D | -44.0% | +8.5% | -52.5% | -43.0% |
| 30D | -69.1% | +15.0% | -84.1% | -68.4% |
| 3M | -95.6% | -6.2% | -89.5% | -95.6% |
| 6M | -96.2% | +15.7% | -111.9% | -96.0% |
| YTD | -99.6% | +19.6% | -119.2% | -99.6% |
| 1Y | -99.7% | +13.2% | -112.9% | -99.7% |
| 3Y | -100.0% | +77.0% | -176.9% | -100.0% |
| 5Y | -100.0% | +121.5% | -221.4% | -100.0% |
| All | -100.0% | +295.2% | -395.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling