+377.4%
DGX vs PFGC
+409.4%
-32.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | -1.2% | -15.8% | +14.6% | +1.1% |
| 3M | +19.9% | -0.6% | +20.5% | +19.9% |
| 6M | +19.2% | +10.7% | +8.5% | +17.4% |
| YTD | +37.5% | +7.6% | +29.8% | +35.5% |
| 1Y | +31.3% | -7.8% | +39.1% | +32.1% |
| 3Y | +96.6% | +63.7% | +32.9% | +81.7% |
| 5Y | +64.3% | +112.3% | -48.0% | +44.6% |
| 10Y | +241.1% | +286.7% | -45.6% | +155.1% |
| All | +377.4% | +409.4% | -32.0% | +233.0% |
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