+118.4%
DAL vs PFG
+99.5%
+18.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | 0.0% |
| 7D | +2.3% | -2.2% | +4.6% | +4.3% |
| 30D | +14.3% | +6.4% | +8.0% | +8.9% |
| 3M | +1.3% | +2.2% | -0.9% | -0.9% |
| 6M | +29.3% | +16.3% | +13.0% | +12.5% |
| YTD | +33.0% | +33.2% | -0.2% | +2.9% |
| 1Y | +59.8% | +40.6% | +19.2% | +18.2% |
| 3Y | +177.2% | +83.3% | +93.8% | +63.3% |
| 5Y | +118.4% | +97.7% | +20.6% | +8.8% |
| All | +118.4% | +99.5% | +18.8% | +8.8% |
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