+188.1%
DLR vs PFG
+195.4%
-7.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.3% | +3.0% | -2.6% | -0.3% |
| 30D | +1.2% | +8.2% | -7.0% | -0.8% |
| 3M | -4.8% | +2.7% | -7.5% | -5.6% |
| 6M | -6.1% | +17.2% | -23.3% | -10.0% |
| YTD | +19.3% | +34.8% | -15.4% | +10.1% |
| 1Y | +10.0% | +43.6% | -33.6% | -0.2% |
| 3Y | +53.8% | +85.4% | -31.6% | +29.4% |
| 5Y | +39.1% | +102.2% | -63.0% | +14.0% |
| 10Y | +188.1% | +190.2% | -2.1% | +95.0% |
| All | +188.1% | +195.4% | -7.3% | +95.0% |
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