+879.4%
DIA vs PFG
+1,015.3%
-135.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -0.2% | +5.5% | -5.7% | -1.8% |
| 30D | -1.5% | +2.4% | -3.9% | -2.3% |
| 3M | +3.8% | +13.6% | -9.8% | -0.3% |
| 6M | +10.3% | +27.9% | -17.6% | +2.3% |
| YTD | +12.1% | +35.6% | -23.5% | +2.1% |
| 1Y | +18.6% | +48.5% | -29.8% | +5.1% |
| 3Y | +60.6% | +66.9% | -6.2% | +36.5% |
| 5Y | +64.4% | +111.0% | -46.5% | +29.1% |
| 10Y | +250.1% | +244.5% | +5.6% | +129.5% |
| All | +879.4% | +1,015.3% | -135.9% | +275.6% |
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