+583.4%
DG vs PFG
+686.3%
-102.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +8.4% | +5.5% | +2.9% | +7.3% |
| 30D | +4.9% | +2.4% | +2.6% | +4.5% |
| 3M | +29.3% | +13.6% | +15.8% | +26.4% |
| 6M | -11.3% | +27.9% | -39.1% | -15.0% |
| YTD | +1.8% | +35.6% | -33.8% | -3.6% |
| 1Y | +25.3% | +48.5% | -23.1% | +16.8% |
| 3Y | +9.1% | +66.9% | -57.8% | -1.6% |
| 5Y | -34.9% | +111.0% | -145.8% | -44.4% |
| 10Y | +108.2% | +244.5% | -136.3% | +54.6% |
| All | +583.4% | +686.3% | -102.9% | +310.6% |
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