+85.5%
DT vs PFG
+160.5%
-75.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | -5.4% | -2.2% | -3.2% | -4.5% |
| 30D | -32.2% | +6.4% | -38.6% | -34.0% |
| 3M | -10.9% | +2.2% | -13.2% | -12.0% |
| 6M | +10.0% | +16.3% | -6.3% | +2.8% |
| YTD | +2.1% | +33.2% | -31.2% | -10.2% |
| 1Y | -5.5% | +40.6% | -46.1% | -18.9% |
| 3Y | -12.4% | +83.3% | -95.8% | -33.6% |
| 5Y | -39.7% | +97.7% | -137.4% | -55.9% |
| All | +85.5% | +160.5% | -75.0% | +12.3% |
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