+288.7%
DOV vs PFG
+247.4%
+41.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -1.9% | -3.0% | +1.1% | -0.4% |
| 30D | -9.9% | +2.5% | -12.4% | -11.2% |
| 3M | -12.1% | +6.1% | -18.2% | -15.3% |
| 6M | -10.4% | +31.3% | -41.7% | -23.1% |
| YTD | -3.3% | +33.6% | -36.9% | -18.0% |
| 1Y | +7.8% | +48.5% | -40.8% | -14.0% |
| 3Y | +36.3% | +69.6% | -33.3% | +0.5% |
| 5Y | +14.8% | +111.5% | -96.7% | -25.9% |
| All | +288.7% | +247.4% | +41.3% | +60.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling