+189.5%
DLR vs PFG
+189.4%
+0.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | -2.0% | -2.2% | +0.2% | -1.4% |
| 30D | +0.5% | +6.4% | -5.8% | -1.0% |
| 3M | -4.4% | +2.2% | -6.7% | -5.1% |
| 6M | -6.4% | +16.3% | -22.7% | -10.1% |
| YTD | +19.5% | +33.2% | -13.8% | +10.6% |
| 1Y | +10.5% | +40.6% | -30.1% | +0.8% |
| 3Y | +54.0% | +83.3% | -29.3% | +29.9% |
| 5Y | +39.7% | +97.7% | -58.0% | +15.1% |
| 10Y | +189.5% | +189.9% | -0.3% | +98.6% |
| All | +189.5% | +189.4% | +0.2% | +98.6% |
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 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