+851.5%
DE vs PFGC
+292.9%
+558.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -4.8% | +2.2% | -1.4% |
| 30D | +9.0% | -12.5% | +21.6% | +12.7% |
| 3M | +19.1% | -9.7% | +28.9% | +22.0% |
| 6M | +14.4% | +7.0% | +7.4% | +12.0% |
| YTD | +45.9% | +4.5% | +41.5% | +43.1% |
| 1Y | +43.6% | -11.6% | +55.2% | +46.6% |
| 3Y | +75.9% | +58.5% | +17.4% | +53.4% |
| 5Y | +98.8% | +112.6% | -13.8% | +58.0% |
| All | +851.5% | +292.9% | +558.6% | +585.5% |
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