+34.0%
DGX vs PFGC
-5.1%
+39.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | +0.6% | -11.9% | +12.5% | +2.3% |
| 3M | +21.4% | +5.0% | +16.4% | +21.0% |
| 6M | +14.7% | +8.6% | +6.1% | +13.8% |
| YTD | +38.4% | +9.7% | +28.8% | +35.3% |
| 1Y | +34.0% | -6.3% | +40.3% | +40.2% |
| All | +34.0% | -5.1% | +39.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling