+13.0%
DLR vs PFG
+46.8%
-33.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +1.8% |
| 7D | +2.8% | +4.9% | -2.0% | +1.9% |
| 30D | +2.8% | +5.7% | -2.9% | +1.7% |
| 3M | -4.0% | +2.6% | -6.6% | -4.7% |
| 6M | -5.6% | +19.8% | -25.4% | -8.7% |
| YTD | +21.9% | +36.3% | -14.3% | +15.4% |
| 1Y | +13.0% | +47.9% | -34.9% | +4.2% |
| All | +13.0% | +46.8% | -33.8% | +4.2% |
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