-98.3%
DFNS vs PGR
-6.1%
-92.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.0% |
| 7D | -6.3% | -0.6% | -5.7% | -6.8% |
| 30D | -74.0% | +4.9% | -78.9% | -72.7% |
| 3M | -70.1% | +7.6% | -77.8% | -67.1% |
| 6M | -93.9% | +8.3% | -102.2% | -93.2% |
| YTD | -98.1% | +1.7% | -99.8% | -98.0% |
| 1Y | -98.3% | -6.8% | -91.4% | -98.4% |
| All | -98.3% | -6.1% | -92.2% | -98.4% |
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