+95.6%
DG vs PFGC
+294.6%
-199.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | -6.3% | -4.8% | -1.5% | -5.9% |
| 30D | +2.4% | -17.2% | +19.6% | +4.0% |
| 3M | +12.4% | -6.3% | +18.8% | +13.1% |
| 6M | -14.9% | +8.8% | -23.8% | -15.5% |
| YTD | -6.1% | +4.9% | -11.0% | -6.5% |
| 1Y | +17.9% | -9.5% | +27.4% | +18.6% |
| 3Y | +3.1% | +59.6% | -56.4% | -1.1% |
| 5Y | -38.7% | +113.5% | -152.2% | -42.6% |
| All | +95.6% | +294.6% | -199.0% | +72.2% |
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