+115.1%
DG vs PFGC
+485.1%
-370.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +0.3% | +3.4% | -3.1% | 0.0% |
| 30D | +3.2% | +16.9% | -13.7% | +1.9% |
| 3M | +10.4% | +6.4% | +4.0% | +9.8% |
| 6M | +33.2% | +16.0% | +17.2% | +31.5% |
| YTD | +3.0% | +23.6% | -20.7% | +1.1% |
| 1Y | +31.2% | +16.6% | +14.6% | +29.3% |
| 3Y | +21.8% | +82.3% | -60.5% | +15.6% |
| 5Y | -35.0% | +138.7% | -173.7% | -39.7% |
| 10Y | +106.0% | +352.8% | -246.8% | +88.9% |
| All | +115.1% | +485.1% | -370.0% | +96.6% |
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 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