+35.3%
DLR vs PFGC
+110.5%
-75.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | +4.7% | -0.6% | +5.3% | +4.4% |
| 6M | +9.0% | +10.7% | -1.7% | +5.8% |
| YTD | +24.1% | +7.6% | +16.5% | +20.9% |
| 1Y | +20.9% | -7.8% | +28.8% | +21.7% |
| 3Y | +60.0% | +63.7% | -3.7% | +40.0% |
| 5Y | +35.3% | +112.3% | -77.0% | +11.3% |
| All | +35.3% | +110.5% | -75.2% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling