+122.8%
DAL vs PFGC
+347.9%
-225.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.0% |
| 7D | +8.8% | +8.5% | +0.3% | +5.0% |
| 30D | +5.4% | +15.0% | -9.6% | -0.7% |
| 3M | -4.9% | -6.2% | +1.2% | -2.8% |
| 6M | +19.8% | +15.7% | +4.1% | +12.1% |
| YTD | +27.0% | +19.6% | +7.4% | +16.4% |
| 1Y | +52.5% | +13.2% | +39.3% | +42.7% |
| 3Y | +173.8% | +77.0% | +96.9% | +113.4% |
| 5Y | +104.5% | +121.5% | -16.9% | +44.5% |
| All | +122.8% | +347.9% | -225.1% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling