+235.3%
DIA vs PFG
+192.6%
+42.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.9% | +3.0% | -2.1% | -0.3% |
| 30D | +1.1% | +8.2% | -7.0% | -2.2% |
| 3M | -2.9% | +2.7% | -5.6% | -4.2% |
| 6M | +5.9% | +17.2% | -11.3% | -1.5% |
| YTD | +9.8% | +34.8% | -25.0% | -3.9% |
| 1Y | +11.7% | +43.6% | -31.8% | -4.9% |
| 3Y | +59.5% | +85.4% | -25.9% | +20.2% |
| 5Y | +57.5% | +102.2% | -44.6% | +11.6% |
| All | +235.3% | +192.6% | +42.7% | +86.4% |
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