+47.9%
PFG vs DAR
+63.3%
-15.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.1% |
| 7D | +4.9% | -5.7% | +10.6% | +4.9% |
| 30D | +5.7% | -16.6% | +22.2% | +5.8% |
| 3M | +2.6% | -13.1% | +15.6% | +2.3% |
| 6M | +19.8% | -18.8% | +38.6% | +20.2% |
| YTD | +36.3% | +45.3% | -9.0% | +25.7% |
| 1Y | +47.9% | +60.6% | -12.7% | +34.4% |
| All | +47.9% | +63.3% | -15.4% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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