+19.0%
DLR vs PFG
+51.4%
-32.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.7% |
| 7D | +1.6% | +5.5% | -4.0% | +0.4% |
| 30D | -3.4% | +2.4% | -5.7% | -3.9% |
| 3M | +0.5% | +13.6% | -13.1% | -2.2% |
| 6M | +4.6% | +27.9% | -23.3% | -0.1% |
| YTD | +23.4% | +35.6% | -12.1% | +16.4% |
| 1Y | +19.0% | +48.5% | -29.4% | +10.6% |
| All | +19.0% | +51.4% | -32.3% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling