+608.6%
DG vs PFG
+672.9%
-64.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.0% | -2.2% | -0.7% | -2.6% |
| 30D | +8.6% | +6.4% | +2.3% | +7.5% |
| 3M | +15.0% | +2.2% | +12.8% | +14.5% |
| 6M | +32.7% | +16.3% | +16.4% | +29.2% |
| YTD | +5.5% | +33.2% | -27.7% | +0.2% |
| 1Y | +34.6% | +40.6% | -6.0% | +26.7% |
| 3Y | +24.2% | +83.3% | -59.1% | +10.2% |
| 5Y | -32.3% | +97.7% | -130.0% | -41.4% |
| 10Y | +111.1% | +189.9% | -78.8% | +62.7% |
| All | +608.6% | +672.9% | -64.3% | +327.1% |
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