+6.6%
DTE vs PFG
+46.8%
-40.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +2.1% |
| 7D | +4.2% | +4.9% | -0.7% | +3.8% |
| 30D | +10.0% | +5.7% | +4.3% | +9.5% |
| 3M | -2.1% | +2.6% | -4.6% | -2.5% |
| 6M | -4.7% | +19.8% | -24.5% | -5.4% |
| YTD | +9.3% | +36.3% | -27.0% | +7.0% |
| 1Y | +6.6% | +47.9% | -41.3% | +3.3% |
| All | +6.6% | +46.8% | -40.2% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling