+89.0%
PFG vs DAR
-27.0%
+116.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.4% | +11.6% | -9.2% | -0.3% |
| 30D | +5.9% | -10.2% | +16.1% | +8.4% |
| 3M | -0.4% | -14.8% | +14.4% | +2.9% |
| 6M | +14.8% | -10.1% | +24.9% | +16.6% |
| YTD | +31.9% | +55.5% | -23.6% | +14.9% |
| 1Y | +38.8% | +61.7% | -22.9% | +19.4% |
| 3Y | +82.4% | +37.2% | +45.2% | +56.1% |
| All | +89.0% | -27.0% | +116.0% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling