-37.9%
DG vs PFG
+110.7%
-148.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | -2.5% | +6.0% | -8.5% | -3.4% |
| 30D | +1.0% | +2.2% | -1.2% | +0.6% |
| 3M | +20.3% | +10.4% | +10.0% | +18.4% |
| 6M | -11.7% | +27.8% | -39.5% | -15.0% |
| YTD | -2.3% | +33.6% | -36.0% | -6.7% |
| 1Y | +20.0% | +49.3% | -29.3% | +12.8% |
| 3Y | +7.2% | +69.7% | -62.5% | -3.1% |
| 5Y | -37.9% | +111.3% | -149.3% | -46.5% |
| All | -37.9% | +110.7% | -148.6% | -46.5% |
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 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