+190.2%
PFG vs DAR
+269.9%
-79.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | +3.0% | -3.8% | +6.8% | +4.4% |
| 30D | +8.2% | -14.4% | +22.6% | +14.3% |
| 3M | +2.7% | -17.9% | +20.6% | +9.6% |
| 6M | +17.2% | -18.3% | +35.5% | +24.3% |
| YTD | +34.8% | +43.2% | -8.5% | +13.6% |
| 1Y | +43.6% | +57.7% | -14.1% | +16.0% |
| 3Y | +85.4% | +22.7% | +62.7% | +53.8% |
| 5Y | +102.2% | -34.0% | +136.2% | +112.2% |
| 10Y | +190.2% | +279.5% | -89.3% | +20.6% |
| All | +190.2% | +269.9% | -79.7% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling