+60.0%
DLR vs PFGC
+63.1%
-3.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +3.4% | -2.4% | +5.8% | +3.9% |
| 30D | -2.2% | -15.8% | +13.5% | +1.2% |
| 3M | +4.7% | -0.6% | +5.3% | +4.1% |
| 6M | +9.0% | +10.7% | -1.7% | +5.3% |
| YTD | +24.1% | +7.6% | +16.5% | +20.2% |
| 1Y | +20.9% | -7.8% | +28.8% | +21.4% |
| 3Y | +60.0% | +63.7% | -3.7% | +36.7% |
| All | +60.0% | +63.1% | -3.1% | +36.7% |
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