-37.9%
DG vs PFGC
+110.5%
-148.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.6% |
| 7D | -2.5% | -2.4% | 0.0% | -2.0% |
| 30D | +1.0% | -15.8% | +16.8% | +4.4% |
| 3M | +20.3% | -0.6% | +20.9% | +20.6% |
| 6M | -11.7% | +10.7% | -22.4% | -13.3% |
| YTD | -2.3% | +7.6% | -10.0% | -4.0% |
| 1Y | +20.0% | -7.8% | +27.8% | +21.4% |
| 3Y | +7.2% | +63.7% | -56.5% | -5.0% |
| 5Y | -37.9% | +112.3% | -150.2% | -48.3% |
| All | -37.9% | +110.5% | -148.4% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling