-98.3%
DFNS vs PGR
-6.1%
-92.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | -1.1% |
| 7D | -16.0% | +0.1% | -16.1% | -15.8% |
| 30D | -77.7% | +2.9% | -80.6% | -76.9% |
| 3M | -77.2% | +12.1% | -89.3% | -73.9% |
| 6M | -95.2% | +3.7% | -98.9% | -94.9% |
| YTD | -98.0% | +2.4% | -100.3% | -97.8% |
| 1Y | -98.3% | -6.4% | -91.9% | -98.3% |
| All | -98.3% | -6.1% | -92.1% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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