+35.8%
DLR vs PFG
+101.8%
-66.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.7% | +2.1% |
| 7D | +2.4% | +2.3% | +0.1% | +1.7% |
| 30D | +0.7% | +7.6% | -6.9% | -1.5% |
| 3M | -6.4% | +2.5% | -9.0% | -7.3% |
| 6M | -6.5% | +16.6% | -23.1% | -11.4% |
| YTD | +18.8% | +34.1% | -15.3% | +7.2% |
| 1Y | +9.0% | +44.1% | -35.0% | -4.1% |
| 3Y | +54.5% | +86.3% | -31.8% | +21.1% |
| 5Y | +35.8% | +101.6% | -65.7% | +3.9% |
| All | +35.8% | +101.8% | -66.0% | +3.9% |
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