+31.0%
PG vs DFNS
-100.0%
+131.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.0% |
| 7D | +2.7% | -6.0% | +8.6% | +2.7% |
| 30D | +9.2% | -71.2% | +80.4% | +9.0% |
| 3M | +18.5% | -94.5% | +113.0% | +18.1% |
| 6M | +21.1% | -96.5% | +117.6% | +21.0% |
| YTD | +21.9% | -99.6% | +121.5% | +21.5% |
| 1Y | +18.1% | -99.7% | +117.8% | +17.7% |
| 3Y | +20.6% | -100.0% | +120.5% | +18.4% |
| All | +31.0% | -100.0% | +131.0% | +28.0% |
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 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