+73.8%
PFG vs DAR
+13.3%
+60.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | +5.5% | +1.4% | +4.2% | +5.2% |
| 30D | +2.4% | +12.8% | -10.4% | +0.1% |
| 3M | +13.6% | +7.4% | +6.2% | +11.8% |
| 6M | +27.9% | +22.3% | +5.6% | +22.5% |
| YTD | +35.6% | +81.1% | -45.5% | +20.2% |
| 1Y | +48.5% | +106.5% | -58.0% | +27.5% |
| All | +73.8% | +13.3% | +60.5% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling