+851.5%
DE vs PFG
+251.1%
+600.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.9% |
| 7D | -2.6% | -0.4% | -2.1% | -2.3% |
| 30D | +9.0% | +2.9% | +6.1% | +7.2% |
| 3M | +19.1% | +6.7% | +12.4% | +14.6% |
| 6M | +14.4% | +33.8% | -19.4% | -2.5% |
| YTD | +45.9% | +35.0% | +11.0% | +23.5% |
| 1Y | +43.6% | +46.4% | -2.8% | +15.9% |
| 3Y | +75.9% | +71.6% | +4.2% | +28.5% |
| 5Y | +98.8% | +113.7% | -14.9% | +25.9% |
| All | +851.5% | +251.1% | +600.4% | +346.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling