+604.7%
DG vs PFG
+677.6%
-72.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.5% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | +7.4% | +7.6% | -0.2% | +6.1% |
| 3M | +8.5% | +2.5% | +6.0% | +8.0% |
| 6M | +21.9% | +16.6% | +5.3% | +18.6% |
| YTD | +4.9% | +34.1% | -29.1% | -0.4% |
| 1Y | +40.4% | +44.1% | -3.7% | +31.6% |
| 3Y | +23.5% | +86.3% | -62.8% | +9.2% |
| 5Y | -32.3% | +101.6% | -133.9% | -41.6% |
| 10Y | +119.3% | +197.9% | -78.6% | +68.1% |
| All | +604.7% | +677.6% | -72.9% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling