+18.6%
DLR vs PFGC
-8.5%
+27.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +2.9% | -3.7% | +6.6% | +3.4% |
| 30D | -1.2% | -16.0% | +14.8% | +1.0% |
| 3M | +2.9% | -4.1% | +7.1% | +2.4% |
| 6M | +6.7% | +8.7% | -2.0% | +3.0% |
| YTD | +23.9% | +6.4% | +17.5% | +19.5% |
| 1Y | +18.6% | -8.4% | +27.0% | +14.2% |
| All | +18.6% | -8.5% | +27.2% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling