+46.0%
DGX vs PFG
+46.8%
-0.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.9% |
| 7D | +4.1% | +4.9% | -0.8% | +3.5% |
| 30D | +10.5% | +5.7% | +4.9% | +9.7% |
| 3M | +9.8% | +2.6% | +7.2% | +9.4% |
| 6M | +34.6% | +19.8% | +14.8% | +32.6% |
| YTD | +49.8% | +36.3% | +13.5% | +44.5% |
| 1Y | +46.0% | +47.9% | -1.9% | +38.9% |
| All | +46.0% | +46.8% | -0.8% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling