-99.9%
DFNS vs PGR
+185.2%
-285.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.8% |
| 7D | -3.3% | -3.4% | +0.1% | -5.8% |
| 30D | -73.1% | +1.8% | -74.9% | -72.2% |
| 3M | -71.4% | +5.9% | -77.3% | -69.4% |
| 6M | -93.8% | +4.6% | -98.4% | -93.4% |
| YTD | -98.0% | +1.1% | -99.1% | -98.0% |
| 1Y | -98.2% | -6.6% | -91.6% | -98.2% |
| 3Y | -99.9% | +74.2% | -174.1% | -99.9% |
| 5Y | -99.9% | +159.5% | -259.4% | -99.9% |
| All | -99.9% | +185.2% | -285.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling