+976.7%
PFG vs DAR
+6,466.2%
-5,489.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.6% | +2.8% |
| 7D | +2.3% | -2.8% | +5.0% | +3.0% |
| 30D | +7.6% | -12.8% | +20.4% | +11.4% |
| 3M | +2.5% | -11.6% | +14.1% | +5.3% |
| 6M | +16.6% | -16.8% | +33.4% | +21.1% |
| YTD | +34.1% | +45.9% | -11.9% | +19.2% |
| 1Y | +44.1% | +61.5% | -17.4% | +24.3% |
| 3Y | +86.3% | +23.0% | +63.3% | +65.7% |
| 5Y | +101.6% | -35.8% | +137.4% | +108.8% |
| 10Y | +197.9% | +280.4% | -82.5% | +91.0% |
| All | +976.7% | +6,466.2% | -5,489.6% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling