+99.1%
DE vs PFGC
+138.1%
-39.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.3% | +3.4% | -3.1% | -0.7% |
| 30D | +3.6% | +16.9% | -13.4% | -1.2% |
| 3M | +10.2% | +6.4% | +3.8% | +7.9% |
| 6M | +16.6% | +16.0% | +0.6% | +10.8% |
| YTD | +45.8% | +23.6% | +22.2% | +34.8% |
| 1Y | +43.9% | +16.6% | +27.3% | +35.4% |
| 3Y | +89.6% | +82.3% | +7.3% | +51.6% |
| All | +99.1% | +138.1% | -39.0% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling