+329.1%
DOV vs PFGC
+351.0%
-21.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.0% | +3.4% | -0.4% | +2.1% |
| 30D | +8.6% | +16.9% | -8.3% | +4.1% |
| 3M | +1.9% | +6.4% | -4.5% | -0.1% |
| 6M | -1.7% | +16.0% | -17.7% | -5.9% |
| YTD | +8.3% | +23.6% | -15.3% | +1.4% |
| 1Y | +16.6% | +16.6% | 0.0% | +10.7% |
| 3Y | +65.1% | +82.3% | -17.2% | +39.5% |
| 5Y | +29.2% | +138.7% | -109.6% | +0.6% |
| All | +329.1% | +351.0% | -21.9% | +203.1% |
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