+66.7%
DOV vs PFGC
+82.3%
-15.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -0.7% | +15.0% | -15.7% | -5.3% |
| 30D | +12.3% | +17.0% | -4.7% | +6.4% |
| 3M | +1.2% | -2.5% | +3.6% | +2.0% |
| 6M | -3.1% | +19.2% | -22.3% | -9.5% |
| YTD | +9.4% | +23.4% | -14.1% | -0.6% |
| 1Y | +17.6% | +13.9% | +3.8% | +10.8% |
| All | +66.7% | +82.3% | -15.6% | +31.1% |
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 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