+17.9%
PG vs DFNS
-99.7%
+117.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.6% | +19.5% | -0.2% |
| 7D | +4.1% | -37.4% | +41.5% | +3.9% |
| 30D | +13.3% | -65.8% | +79.2% | +13.0% |
| 3M | +14.6% | -95.0% | +109.6% | +13.6% |
| 6M | +17.0% | -95.8% | +112.8% | +15.3% |
| YTD | +20.0% | -99.5% | +119.5% | +16.8% |
| 1Y | +17.9% | -99.7% | +117.7% | +14.0% |
| All | +17.9% | -99.7% | +117.7% | +14.0% |
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