+248.1%
DGX vs PFG
+251.1%
-3.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.2% | +2.9% | -4.0% | -1.9% |
| 3M | +15.8% | +6.7% | +9.1% | +13.8% |
| 6M | +18.2% | +33.8% | -15.6% | +10.0% |
| YTD | +37.2% | +35.0% | +2.2% | +27.2% |
| 1Y | +30.4% | +46.4% | -16.1% | +18.3% |
| 3Y | +96.7% | +71.7% | +25.1% | +69.7% |
| 5Y | +67.2% | +113.7% | -46.5% | +34.6% |
| All | +248.1% | +251.1% | -3.0% | +124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling