+300.9%
DIA vs PFGC
+485.3%
-184.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | +1.3% | +17.4% | -16.1% | -2.1% |
| 3M | -2.1% | -2.4% | +0.4% | -1.9% |
| 6M | +6.2% | +18.2% | -12.0% | +2.2% |
| YTD | +10.3% | +23.7% | -13.3% | +4.8% |
| 1Y | +11.0% | +15.0% | -4.0% | +6.9% |
| 3Y | +60.4% | +82.3% | -22.0% | +40.0% |
| 5Y | +59.1% | +131.9% | -72.9% | +30.4% |
| 10Y | +237.1% | +353.0% | -115.9% | +143.0% |
| All | +300.9% | +485.3% | -184.4% | +179.3% |
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 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