+6.2%
DT vs PFG
+71.3%
-65.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.5% |
| 7D | -4.9% | +6.0% | -10.9% | -7.3% |
| 30D | +2.7% | +2.2% | +0.5% | +1.7% |
| 3M | +20.0% | +10.4% | +9.6% | +14.7% |
| 6M | +28.0% | +27.8% | +0.2% | +14.7% |
| YTD | +16.0% | +33.6% | -17.6% | +1.5% |
| 1Y | +0.7% | +49.3% | -48.6% | -16.5% |
| 3Y | +6.2% | +69.7% | -63.5% | -18.0% |
| All | +6.2% | +71.3% | -65.1% | -18.0% |
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 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