+33.2%
DTE vs PFG
+108.9%
-75.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.3% |
| 30D | -2.4% | +2.5% | -4.9% | -3.0% |
| 3M | -7.3% | +6.1% | -13.4% | -8.7% |
| 6M | -7.6% | +31.3% | -38.9% | -13.6% |
| YTD | +5.8% | +33.6% | -27.7% | -1.7% |
| 1Y | +2.3% | +48.5% | -46.2% | -7.6% |
| 3Y | +45.0% | +69.6% | -24.6% | +25.0% |
| 5Y | +33.2% | +111.5% | -78.3% | +9.9% |
| All | +33.2% | +108.9% | -75.7% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling