+111.1%
DG vs PFGC
+363.4%
-252.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.0% | +1.5% | -4.5% | -3.1% |
| 30D | +8.6% | +17.4% | -8.8% | +7.1% |
| 3M | +15.0% | -2.4% | +17.4% | +15.2% |
| 6M | +32.7% | +18.2% | +14.5% | +30.8% |
| YTD | +5.5% | +23.7% | -18.2% | +3.5% |
| 1Y | +34.6% | +15.0% | +19.6% | +32.8% |
| 3Y | +24.2% | +82.3% | -58.1% | +17.8% |
| 5Y | -32.3% | +131.9% | -164.2% | -37.2% |
| 10Y | +111.1% | +353.0% | -241.9% | +87.7% |
| All | +111.1% | +363.4% | -252.3% | +87.7% |
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