+95.6%
DG vs PFG
+247.4%
-151.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -5.9% |
| 30D | +2.4% | +2.5% | 0.0% | +2.0% |
| 3M | +12.4% | +6.1% | +6.4% | +11.4% |
| 6M | -14.9% | +31.3% | -46.2% | -18.2% |
| YTD | -6.1% | +33.6% | -39.6% | -9.9% |
| 1Y | +17.9% | +48.5% | -30.7% | +11.3% |
| 3Y | +3.1% | +69.6% | -66.5% | -5.5% |
| 5Y | -38.7% | +111.5% | -150.1% | -46.0% |
| All | +95.6% | +247.4% | -151.8% | +58.7% |
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