-32.3%
DG vs PFGC
+129.3%
-161.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +5.2% | +15.0% | -9.8% | +1.9% |
| 30D | +7.9% | +17.0% | -9.1% | +4.2% |
| 3M | +12.7% | -2.5% | +15.2% | +12.9% |
| 6M | +22.4% | +19.2% | +3.2% | +17.9% |
| YTD | +5.4% | +23.4% | -18.0% | +0.4% |
| 1Y | +39.4% | +13.9% | +25.5% | +34.8% |
| 3Y | +24.1% | +82.0% | -57.9% | +6.6% |
| All | -32.3% | +129.3% | -161.6% | -46.6% |
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