+171.8%
DLR vs PFGC
+294.6%
-122.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -1.3% | -4.8% | +3.6% | -0.9% |
| 30D | -2.9% | -17.2% | +14.4% | -1.3% |
| 3M | +3.2% | -6.3% | +9.6% | +3.7% |
| 6M | +3.9% | +8.8% | -5.0% | +2.9% |
| YTD | +21.4% | +4.9% | +16.5% | +20.6% |
| 1Y | +9.7% | -9.5% | +19.2% | +10.2% |
| 3Y | +56.5% | +59.6% | -3.0% | +49.9% |
| 5Y | +41.5% | +113.5% | -72.0% | +32.5% |
| All | +171.8% | +294.6% | -122.9% | +155.0% |
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 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