+896.6%
DGX vs PFG
+999.6%
-103.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -0.3% | +6.0% | -6.3% | -1.5% |
| 30D | -1.2% | +2.2% | -3.4% | -1.7% |
| 3M | +19.9% | +10.4% | +9.5% | +17.5% |
| 6M | +19.2% | +27.8% | -8.6% | +13.5% |
| YTD | +37.5% | +33.6% | +3.8% | +29.6% |
| 1Y | +31.3% | +49.3% | -18.0% | +21.0% |
| 3Y | +96.6% | +69.7% | +26.9% | +75.3% |
| 5Y | +64.3% | +111.3% | -47.1% | +38.9% |
| 10Y | +241.1% | +240.3% | +0.8% | +151.2% |
| All | +896.6% | +999.6% | -103.0% | +386.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling