+950.2%
DTE vs PFG
+999.6%
-49.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +0.9% | +6.0% | -5.1% | -0.4% |
| 30D | -1.9% | +2.2% | -4.1% | -2.4% |
| 3M | -3.3% | +10.4% | -13.7% | -5.5% |
| 6M | -7.1% | +27.8% | -34.9% | -12.1% |
| YTD | +8.1% | +33.6% | -25.5% | +1.1% |
| 1Y | +5.3% | +49.3% | -44.0% | -4.0% |
| 3Y | +48.2% | +69.7% | -21.6% | +30.3% |
| 5Y | +33.2% | +111.3% | -78.1% | +10.2% |
| 10Y | +137.5% | +240.3% | -102.8% | +70.6% |
| All | +950.2% | +999.6% | -49.4% | +406.0% |
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 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