+3,922.7%
DELL vs PFGC
+294.6%
+3,628.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.0% |
| 7D | -1.9% | -4.8% | +2.9% | -0.5% |
| 30D | +14.9% | -17.2% | +32.1% | +20.7% |
| 3M | +37.2% | -6.3% | +43.6% | +38.8% |
| 6M | +254.0% | +8.8% | +245.1% | +242.5% |
| YTD | +306.1% | +4.9% | +301.2% | +294.3% |
| 1Y | +312.3% | -9.5% | +321.8% | +316.7% |
| 3Y | +654.0% | +59.6% | +594.4% | +546.7% |
| 5Y | +1,055.3% | +113.5% | +941.8% | +802.6% |
| All | +3,922.7% | +294.6% | +3,628.1% | +2,523.3% |
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 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