+978.8%
DTE vs PFG
+985.4%
-6.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.4% | +2.4% | +1.1% | +2.9% |
| 30D | +8.9% | +5.9% | +3.0% | +7.6% |
| 3M | +1.1% | -0.4% | +1.5% | +1.0% |
| 6M | +0.1% | +14.8% | -14.8% | -3.1% |
| YTD | +11.1% | +31.9% | -20.9% | +4.1% |
| 1Y | +4.9% | +38.8% | -33.9% | -2.8% |
| 3Y | +58.6% | +82.4% | -23.8% | +37.3% |
| 5Y | +47.3% | +94.7% | -47.4% | +24.1% |
| 10Y | +151.3% | +187.0% | -35.7% | +86.4% |
| All | +978.8% | +985.4% | -6.6% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling