+121.7%
DD vs PFGC
+419.1%
-297.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -3.5% | -2.2% | -1.3% | -3.0% |
| 30D | -10.3% | -11.9% | +1.6% | -7.6% |
| 3M | -7.5% | +5.0% | -12.5% | -8.9% |
| 6M | -8.0% | +8.6% | -16.6% | -10.2% |
| YTD | +10.5% | +9.7% | +0.8% | +7.0% |
| 1Y | +38.3% | -6.3% | +44.6% | +39.0% |
| 3Y | +42.5% | +58.2% | -15.7% | +25.5% |
| 5Y | +60.2% | +110.4% | -50.3% | +30.3% |
| 10Y | +68.9% | +272.8% | -203.9% | +24.1% |
| All | +121.7% | +419.1% | -297.4% | +51.2% |
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