-10.9%
DT vs PFG
+84.7%
-95.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.5% |
| 7D | -20.2% | +2.3% | -22.5% | -21.0% |
| 30D | -30.8% | +7.6% | -38.4% | -32.9% |
| 3M | -10.2% | +2.5% | -12.7% | -11.3% |
| 6M | +8.0% | +16.6% | -8.6% | +0.8% |
| YTD | +1.5% | +34.1% | -32.6% | -11.4% |
| 1Y | -6.9% | +44.1% | -50.9% | -21.5% |
| 3Y | -10.9% | +86.3% | -97.2% | -34.2% |
| All | -10.9% | +84.7% | -95.6% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling