+105.8%
DAL vs PFG
+110.8%
-5.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 6M | +26.2% | +27.9% | -1.6% | +1.6% |
| YTD | +16.4% | +35.6% | -19.1% | -10.8% |
| 1Y | +33.9% | +48.5% | -14.6% | -5.5% |
| 3Y | +93.4% | +66.9% | +26.5% | +23.8% |
| All | +105.8% | +110.8% | -5.0% | +5.6% |
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