-99.9%
DFNS vs PPG
+9.0%
-108.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | -6.3% | -6.2% | -0.1% | -5.9% |
| 30D | -74.0% | -7.9% | -66.0% | -73.8% |
| 3M | -70.1% | -10.2% | -59.9% | -70.1% |
| 6M | -93.9% | +2.7% | -96.6% | -93.9% |
| YTD | -98.1% | +4.9% | -103.0% | -98.1% |
| 1Y | -98.3% | -3.2% | -95.1% | -98.3% |
| 3Y | -99.9% | -17.0% | -82.9% | -99.9% |
| 5Y | -99.9% | -23.3% | -76.5% | -99.9% |
| All | -99.9% | +9.0% | -108.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling