+388.0%
DELL vs PFGC
+82.6%
+305.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.3% | -7.4% |
| 7D | +4.9% | +3.4% | +1.5% | +4.3% |
| 30D | -32.1% | +16.9% | -49.0% | -34.5% |
| 3M | -30.2% | +6.4% | -36.6% | -31.0% |
| 6M | +41.7% | +16.0% | +25.7% | +34.0% |
| YTD | +176.6% | +23.6% | +153.0% | +151.0% |
| 1Y | +159.9% | +16.6% | +143.3% | +142.7% |
| 3Y | +388.0% | +82.3% | +305.7% | +265.3% |
| All | +388.0% | +82.6% | +305.4% | +265.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling