+111.4%
DAL vs PFG
+92.7%
+18.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.8% |
| 7D | -1.1% | +2.4% | -3.5% | -2.9% |
| 30D | +12.8% | +5.9% | +7.0% | +8.0% |
| 3M | -5.3% | -0.4% | -4.8% | -5.2% |
| 6M | +22.4% | +14.8% | +7.5% | +7.6% |
| YTD | +25.6% | +31.9% | -6.3% | -2.0% |
| 1Y | +45.5% | +38.8% | +6.7% | +8.7% |
| 3Y | +161.0% | +82.4% | +78.6% | +54.1% |
| All | +111.4% | +92.7% | +18.7% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling