+105.0%
DAL vs PFG
+182.5%
-77.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +9.1% | +5.0% | +4.1% | +5.2% |
| 3M | -3.5% | +0.1% | -3.5% | -3.8% |
| 6M | +23.4% | +13.8% | +9.6% | +10.0% |
| YTD | +26.0% | +31.2% | -5.2% | -0.1% |
| 1Y | +44.6% | +37.1% | +7.6% | +10.6% |
| 3Y | +162.7% | +80.6% | +82.1% | +60.1% |
| 5Y | +113.0% | +93.7% | +19.3% | +20.4% |
| All | +105.0% | +182.5% | -77.5% | -27.9% |
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