+30.4%
DGX vs PFGC
-10.1%
+40.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.9% | -4.8% | +3.9% | -0.2% |
| 30D | -1.2% | -12.5% | +11.4% | +0.7% |
| 3M | +15.8% | -9.7% | +25.5% | +17.5% |
| 6M | +18.2% | +7.0% | +11.2% | +17.8% |
| YTD | +37.2% | +4.5% | +32.7% | +35.2% |
| 1Y | +30.4% | -11.6% | +41.9% | +37.1% |
| All | +30.4% | -10.1% | +40.4% | +37.1% |
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