+297.1%
DOV vs PFG
+244.6%
+52.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | +1.3% | +3.2% | -1.9% | -0.5% |
| 30D | -8.6% | +0.9% | -9.6% | -9.3% |
| 3M | -13.1% | +7.7% | -20.9% | -17.0% |
| 6M | -8.8% | +29.0% | -37.8% | -21.0% |
| YTD | -1.2% | +32.5% | -33.7% | -15.9% |
| 1Y | +10.7% | +47.3% | -36.6% | -11.2% |
| 3Y | +39.3% | +68.2% | -29.0% | +3.2% |
| 5Y | +16.4% | +108.5% | -92.0% | -24.3% |
| All | +297.1% | +244.6% | +52.5% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling