+13.4%
PG vs DFNS
-99.9%
+113.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -0.8% | -6.3% | +5.5% | -0.8% |
| 30D | +0.8% | -74.0% | +74.8% | +0.7% |
| 3M | -1.3% | -70.1% | +68.8% | -1.2% |
| 6M | -3.8% | -93.9% | +90.1% | -3.8% |
| YTD | +3.6% | -98.1% | +101.7% | +3.5% |
| 1Y | -5.7% | -98.3% | +92.6% | -5.8% |
| 3Y | +1.6% | -99.9% | +101.5% | -0.1% |
| All | +13.4% | -99.9% | +113.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling