+132.2%
DAL vs PFGC
+283.5%
-151.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +0.1% | -2.2% | +2.3% | +1.1% |
| 30D | -13.9% | -11.9% | -2.0% | -9.4% |
| 3M | +1.1% | +5.0% | -3.9% | -1.3% |
| 6M | +26.2% | +8.6% | +17.6% | +21.5% |
| YTD | +16.4% | +9.7% | +6.7% | +10.9% |
| 1Y | +33.9% | -6.3% | +40.1% | +35.8% |
| 3Y | +93.4% | +58.2% | +35.2% | +58.1% |
| 5Y | +106.4% | +110.4% | -4.1% | +49.7% |
| All | +132.2% | +283.5% | -151.3% | +52.6% |
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