+62.1%
DAL vs PFGC
+12.5%
+49.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +13.5% | -6.4% | +1.9% |
| 7D | +11.1% | +13.9% | -2.8% | +5.5% |
| 30D | +7.7% | +18.4% | -10.6% | +1.0% |
| 3M | -3.5% | -2.5% | -1.0% | -3.4% |
| 6M | +31.3% | +26.0% | +5.3% | +19.4% |
| YTD | +30.0% | +21.9% | +8.1% | +19.1% |
| 1Y | +62.1% | +13.4% | +48.7% | +51.5% |
| All | +62.1% | +12.5% | +49.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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