+168.1%
DAL vs PFG
+75.1%
+93.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -1.1% |
| 7D | +4.6% | -0.7% | +5.3% | +5.4% |
| 30D | +2.3% | +2.8% | -0.5% | +0.1% |
| 3M | -8.1% | -1.0% | -7.1% | -7.6% |
| 6M | +21.4% | +13.6% | +7.8% | +7.0% |
| YTD | +24.3% | +31.1% | -6.8% | -4.1% |
| 1Y | +47.4% | +43.8% | +3.6% | +4.4% |
| All | +168.1% | +75.1% | +93.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling