+118.0%
DAL vs PFGC
+477.3%
-359.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +4.6% | +12.5% | -7.9% | -0.5% |
| 30D | +2.3% | +17.0% | -14.6% | -4.1% |
| 3M | -8.1% | -2.1% | -6.0% | -7.7% |
| 6M | +21.4% | +25.9% | -4.5% | +9.9% |
| YTD | +24.3% | +22.0% | +2.3% | +13.3% |
| 1Y | +47.4% | +14.8% | +32.5% | +37.4% |
| 3Y | +164.6% | +80.8% | +83.8% | +105.7% |
| 5Y | +100.2% | +126.0% | -25.7% | +41.7% |
| 10Y | +124.9% | +363.8% | -238.9% | +34.2% |
| All | +118.0% | +477.3% | -359.2% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling