As far as I know, 3 d-period only weights 7%.
You can check it, with this phormula:
Pf= 0,5 × percentile(12 dperiod) + 0,43 × percentile(6 dperiod) + 0,07 × percentile(3 dperiod)
In my opinion, to reduce the volatility of pf, we need to evaluate it in periods higher than 12 dperiods, specially in darwins with short dperiods.
Completely agree with La, but I don't know how it works the way of calculation. I was also trying to get it, and I was not able to.