+903.5%
DGX vs PFG
+1,015.3%
-111.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.3% | +5.5% | -7.8% | -3.4% |
| 30D | +0.6% | +2.4% | -1.8% | 0.0% |
| 3M | +21.4% | +13.6% | +7.8% | +18.3% |
| 6M | +14.7% | +27.9% | -13.2% | +9.2% |
| YTD | +38.4% | +35.6% | +2.9% | +30.1% |
| 1Y | +34.0% | +48.5% | -14.5% | +23.6% |
| 3Y | +92.7% | +66.9% | +25.8% | +72.3% |
| 5Y | +67.7% | +111.0% | -43.2% | +41.8% |
| 10Y | +248.0% | +244.5% | +3.5% | +155.7% |
| All | +903.5% | +1,015.3% | -111.8% | +389.0% |
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