+3,047.2%
DELL vs PFGC
+337.5%
+2,709.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.3% | -7.5% |
| 7D | +4.9% | +3.4% | +1.5% | +4.0% |
| 30D | -32.1% | +16.9% | -49.0% | -35.4% |
| 3M | -30.2% | +6.4% | -36.6% | -32.0% |
| 6M | +41.7% | +16.0% | +25.7% | +33.8% |
| YTD | +176.6% | +23.6% | +153.0% | +154.6% |
| 1Y | +159.9% | +16.6% | +143.3% | +143.2% |
| 3Y | +388.0% | +82.3% | +305.7% | +300.9% |
| 5Y | +578.2% | +138.7% | +439.5% | +410.4% |
| 10Y | +2,653.4% | +352.8% | +2,300.6% | +1,625.4% |
| All | +3,047.2% | +337.5% | +2,709.7% | +1,875.3% |
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 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