+678.3%
DELL vs PFG
+67.4%
+610.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +8.7% | +3.2% | +5.5% | +6.8% |
| 30D | +16.9% | +0.9% | +16.0% | +16.4% |
| 3M | +40.4% | +7.7% | +32.7% | +33.8% |
| 6M | +267.1% | +29.0% | +238.1% | +213.7% |
| YTD | +329.1% | +32.5% | +296.6% | +258.6% |
| 1Y | +346.9% | +47.3% | +299.6% | +247.7% |
| All | +678.3% | +67.4% | +610.9% | +501.2% |
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