+59.9%
DIA vs PFGC
+63.1%
-3.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.7% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | -2.1% | -15.8% | +13.7% | +2.2% |
| 3M | +4.2% | -0.6% | +4.8% | +3.8% |
| 6M | +11.9% | +10.7% | +1.2% | +8.0% |
| YTD | +10.8% | +7.6% | +3.2% | +7.0% |
| 1Y | +17.5% | -7.8% | +25.3% | +19.1% |
| 3Y | +59.9% | +63.7% | -3.8% | +34.7% |
| All | +59.9% | +63.1% | -3.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling