+46.0%
DGX vs PFGC
+12.5%
+33.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.5% | -10.0% | +1.7% |
| 7D | +4.1% | +13.9% | -9.8% | +2.3% |
| 30D | +10.5% | +18.4% | -7.8% | +8.2% |
| 3M | +9.8% | -2.5% | +12.3% | +9.8% |
| 6M | +34.6% | +26.0% | +8.5% | +32.1% |
| YTD | +49.8% | +21.9% | +28.0% | +45.5% |
| 1Y | +46.0% | +13.4% | +32.7% | +45.3% |
| All | +46.0% | +12.5% | +33.6% | +45.3% |
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 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