+189.1%
DLR vs PFGC
+362.5%
-173.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.3% | +15.0% | -14.7% | -0.9% |
| 30D | +1.2% | +17.0% | -15.8% | -0.2% |
| 3M | -4.8% | -2.5% | -2.3% | -4.7% |
| 6M | -6.1% | +19.2% | -25.3% | -7.8% |
| YTD | +19.3% | +23.4% | -4.1% | +16.8% |
| 1Y | +10.0% | +13.9% | -3.9% | +8.3% |
| 3Y | +53.8% | +82.0% | -28.2% | +45.6% |
| 5Y | +39.1% | +128.7% | -89.6% | +29.2% |
| All | +189.1% | +362.5% | -173.4% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling