+99.1%
DE vs PFG
+92.7%
+6.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.8% |
| 30D | +3.6% | +5.9% | -2.3% | +0.8% |
| 3M | +10.2% | -0.4% | +10.7% | +10.0% |
| 6M | +16.6% | +14.8% | +1.7% | +8.1% |
| YTD | +45.8% | +31.9% | +13.9% | +25.7% |
| 1Y | +43.9% | +38.8% | +5.1% | +20.7% |
| 3Y | +89.6% | +82.4% | +7.2% | +35.4% |
| All | +99.1% | +92.7% | +6.3% | +32.1% |
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