+112.2%
DT vs PFG
+159.0%
-46.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -0.5% | +3.2% | -3.7% | -1.9% |
| 30D | +0.1% | +0.9% | -0.9% | -0.4% |
| 3M | +24.1% | +7.7% | +16.4% | +20.1% |
| 6M | +30.1% | +29.0% | +1.2% | +16.6% |
| YTD | +16.8% | +32.5% | -15.7% | +3.1% |
| 1Y | -0.1% | +47.3% | -47.4% | -15.8% |
| 3Y | +6.8% | +68.2% | -61.4% | -15.9% |
| 5Y | -28.4% | +108.5% | -136.8% | -48.5% |
| All | +112.2% | +159.0% | -46.8% | +29.0% |
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