+991.9%
DE vs PFGC
+485.1%
+506.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +0.3% | +3.4% | -3.1% | -0.5% |
| 30D | +3.6% | +16.9% | -13.4% | -0.6% |
| 3M | +10.2% | +6.4% | +3.8% | +8.2% |
| 6M | +16.6% | +16.0% | +0.6% | +11.6% |
| YTD | +45.8% | +23.6% | +22.2% | +36.7% |
| 1Y | +43.9% | +16.6% | +27.3% | +36.8% |
| 3Y | +89.6% | +82.3% | +7.3% | +59.4% |
| 5Y | +100.3% | +138.7% | -38.4% | +54.5% |
| 10Y | +760.8% | +352.8% | +408.0% | +453.4% |
| All | +991.9% | +485.1% | +506.8% | +563.5% |
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 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