-99.9%
DFNS vs PGR
+75.0%
-174.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -1.5% |
| 7D | -6.3% | -0.6% | -5.7% | -7.3% |
| 30D | -74.0% | +4.9% | -78.9% | -70.9% |
| 3M | -70.1% | +7.6% | -77.8% | -64.9% |
| 6M | -93.9% | +8.3% | -102.2% | -92.7% |
| YTD | -98.1% | +1.7% | -99.8% | -98.0% |
| 1Y | -98.3% | -6.8% | -91.4% | -98.5% |
| 3Y | -99.9% | +73.4% | -173.3% | -99.9% |
| All | -99.9% | +75.0% | -174.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling