+64.4%
DGX vs PFGC
+105.5%
-41.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -3.5% | -4.8% | +1.4% | -2.7% |
| 30D | -2.7% | -17.2% | +14.5% | 0.0% |
| 3M | +13.9% | -6.3% | +20.2% | +14.9% |
| 6M | +16.0% | +8.8% | +7.2% | +14.4% |
| YTD | +34.9% | +4.9% | +30.0% | +33.3% |
| 1Y | +30.6% | -9.5% | +40.1% | +32.0% |
| 3Y | +93.0% | +59.6% | +33.4% | +76.5% |
| 5Y | +64.4% | +113.5% | -49.1% | +43.1% |
| All | +64.4% | +105.5% | -41.1% | +43.1% |
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 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