+76.5%
DE vs PFG
+68.8%
+7.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | +9.7% | +2.5% | +7.2% | +8.4% |
| 3M | +21.4% | +6.1% | +15.3% | +17.8% |
| 6M | +15.0% | +31.3% | -16.3% | +0.7% |
| YTD | +46.4% | +33.6% | +12.9% | +26.8% |
| 1Y | +45.6% | +48.5% | -2.9% | +19.0% |
| All | +76.5% | +68.8% | +7.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling