+100.8%
DG vs PFG
+184.0%
-83.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | +3.2% | +5.9% | -2.6% | +2.5% |
| 3M | +10.4% | -0.4% | +10.9% | +10.5% |
| 6M | +33.2% | +14.8% | +18.3% | +30.5% |
| YTD | +3.0% | +31.9% | -28.9% | -1.1% |
| 1Y | +31.2% | +38.8% | -7.6% | +25.2% |
| 3Y | +21.8% | +82.4% | -60.6% | +10.6% |
| 5Y | -35.0% | +94.7% | -129.7% | -42.0% |
| All | +100.8% | +184.0% | -83.2% | +70.8% |
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 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