-5.3%
PG vs DFNS
-98.3%
+93.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +1.9% | -16.0% | +17.8% | +1.8% |
| 30D | -0.2% | -77.7% | +77.5% | -0.7% |
| 3M | +4.8% | -77.2% | +82.0% | +3.1% |
| 6M | -6.1% | -95.2% | +89.1% | -9.4% |
| YTD | +4.5% | -98.0% | +102.4% | -0.4% |
| 1Y | -5.3% | -98.3% | +93.0% | -11.1% |
| All | -5.3% | -98.3% | +93.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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