+17.1%
DLR vs PFG
+37.6%
-20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +3.3% | +2.4% | +0.9% | +2.7% |
| 30D | +4.6% | +5.9% | -1.3% | +3.7% |
| 3M | -8.3% | -0.4% | -7.8% | -8.3% |
| 6M | -5.6% | +14.8% | -20.5% | -7.9% |
| YTD | +18.7% | +31.9% | -13.2% | +13.8% |
| 1Y | +17.1% | +38.8% | -21.7% | +10.4% |
| All | +17.1% | +37.6% | -20.5% | +10.4% |
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