+4,681.2%
DELL vs PFGC
+288.2%
+4,393.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +14.9% | -2.2% | +17.1% | +15.6% |
| 30D | +13.3% | -11.9% | +25.2% | +16.9% |
| 3M | +24.4% | +5.0% | +19.4% | +21.8% |
| 6M | +258.0% | +8.6% | +249.4% | +246.7% |
| YTD | +320.2% | +9.7% | +310.5% | +303.1% |
| 1Y | +319.1% | -6.3% | +325.3% | +319.6% |
| 3Y | +706.5% | +58.2% | +648.3% | +593.9% |
| 5Y | +1,071.9% | +110.4% | +961.5% | +819.3% |
| 10Y | +4,683.5% | +272.8% | +4,410.7% | +3,036.5% |
| All | +4,681.2% | +288.2% | +4,393.1% | +3,027.5% |
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