+381.8%
DAL vs PFG
+233.2%
+148.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.4% |
| 7D | +4.6% | -0.7% | +5.3% | +5.1% |
| 30D | +2.3% | +2.8% | -0.5% | +1.0% |
| 3M | -8.1% | -1.0% | -7.1% | -7.7% |
| 6M | +21.4% | +13.6% | +7.8% | +13.2% |
| YTD | +24.3% | +31.1% | -6.8% | +7.8% |
| 1Y | +47.4% | +43.8% | +3.6% | +21.9% |
| 3Y | +164.6% | +75.0% | +89.6% | +99.7% |
| 5Y | +100.2% | +95.2% | +5.0% | +43.9% |
| 10Y | +124.9% | +207.5% | -82.6% | +30.8% |
| All | +381.8% | +233.2% | +148.6% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling