+388.0%
DELL vs PFG
+82.7%
+305.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.5% |
| 7D | +4.9% | +2.4% | +2.5% | +3.4% |
| 30D | -32.1% | +5.9% | -37.9% | -34.3% |
| 3M | -30.2% | -0.4% | -29.8% | -30.2% |
| 6M | +41.7% | +14.8% | +26.9% | +28.9% |
| YTD | +176.6% | +31.9% | +144.7% | +128.7% |
| 1Y | +159.9% | +38.8% | +121.1% | +107.8% |
| 3Y | +388.0% | +82.4% | +305.6% | +262.5% |
| All | +388.0% | +82.7% | +305.3% | +262.5% |
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