+35.3%
DLR vs PFG
+110.7%
-75.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +3.4% | +6.0% | -2.6% | +1.5% |
| 30D | -2.2% | +2.2% | -4.4% | -3.0% |
| 3M | +4.7% | +10.4% | -5.6% | +1.3% |
| 6M | +9.0% | +27.8% | -18.8% | +0.7% |
| YTD | +24.1% | +33.6% | -9.5% | +12.7% |
| 1Y | +20.9% | +49.3% | -28.4% | +5.7% |
| 3Y | +60.0% | +69.7% | -9.7% | +31.2% |
| 5Y | +35.3% | +111.3% | -76.1% | +9.1% |
| All | +35.3% | +110.7% | -75.4% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling