+35.3%
PG vs DFNS
-99.9%
+135.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.1% | -73.2% | +73.1% | -0.3% |
| 3M | +1.1% | -72.4% | +73.5% | +1.3% |
| 6M | -3.8% | -95.2% | +91.4% | -3.8% |
| YTD | +3.8% | -98.0% | +101.8% | +3.7% |
| 1Y | -5.8% | -98.3% | +92.5% | -5.8% |
| 3Y | +3.0% | -99.9% | +102.9% | +1.8% |
| 5Y | +14.5% | -99.9% | +114.3% | +11.5% |
| All | +35.3% | -99.9% | +135.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling