+145.3%
DAL vs PFG
+244.0%
-98.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +3.1% |
| 7D | +0.1% | +5.5% | -5.4% | -4.5% |
| 30D | -13.9% | +2.4% | -16.3% | -15.8% |
| 3M | +1.1% | +13.6% | -12.5% | -9.8% |
| 6M | +26.2% | +27.9% | -1.6% | +2.2% |
| YTD | +16.4% | +35.6% | -19.1% | -10.2% |
| 1Y | +33.9% | +48.5% | -14.6% | -4.5% |
| 3Y | +93.4% | +66.9% | +26.5% | +25.6% |
| 5Y | +106.4% | +111.0% | -4.6% | +8.6% |
| All | +145.3% | +244.0% | -98.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling