0.0%
PG vs DFNS
-99.9%
+99.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -2.7% | -3.3% | +0.7% | -2.7% |
| 30D | -1.5% | -73.1% | +71.6% | -1.7% |
| 3M | -3.4% | -71.4% | +68.0% | -3.2% |
| 6M | -7.0% | -93.8% | +86.9% | -7.0% |
| YTD | +2.0% | -98.0% | +100.0% | +1.9% |
| 1Y | -6.5% | -98.2% | +91.7% | -6.6% |
| All | 0.0% | -99.9% | +99.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling