+3,595.7%
DLR vs PFG
+497.9%
+3,097.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.8% |
| 7D | +1.6% | +5.5% | -4.0% | -0.3% |
| 30D | -3.4% | +2.4% | -5.7% | -4.2% |
| 3M | +0.5% | +13.6% | -13.1% | -4.0% |
| 6M | +4.6% | +27.9% | -23.3% | -4.1% |
| YTD | +23.4% | +35.6% | -12.1% | +10.6% |
| 1Y | +19.0% | +48.5% | -29.4% | +3.2% |
| 3Y | +56.5% | +66.9% | -10.3% | +28.6% |
| 5Y | +33.3% | +111.0% | -77.6% | -0.9% |
| 10Y | +165.1% | +244.5% | -79.4% | +48.5% |
| All | +3,595.7% | +497.9% | +3,097.7% | +1,139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling