-94.6%
DFNS vs PGR
+2.8%
-97.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.4% |
| 7D | +4.6% | -2.7% | +7.3% | +2.6% |
| 30D | -73.9% | +0.7% | -74.6% | -73.4% |
| 3M | -71.7% | +7.7% | -79.4% | -69.2% |
| 6M | -94.6% | +4.3% | -98.9% | -94.0% |
| All | -94.6% | +2.8% | -97.4% | -94.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling