+179.9%
DAL vs PFGC
+84.6%
+95.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +10.7% | +15.0% | -4.3% | +2.3% |
| 30D | +12.5% | +17.0% | -4.5% | +2.9% |
| 3M | +3.6% | -2.5% | +6.1% | +4.6% |
| 6M | +26.7% | +19.2% | +7.5% | +13.4% |
| YTD | +34.3% | +23.4% | +10.8% | +15.8% |
| 1Y | +59.1% | +13.9% | +45.3% | +44.5% |
| 3Y | +179.9% | +82.0% | +97.9% | +108.0% |
| All | +179.9% | +84.6% | +95.2% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling