+31.7%
DOV vs PFGC
+129.3%
-97.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -0.7% | +15.0% | -15.7% | -5.5% |
| 30D | +12.3% | +17.0% | -4.7% | +6.2% |
| 3M | +1.2% | -2.5% | +3.6% | +1.6% |
| 6M | -3.1% | +19.2% | -22.3% | -9.5% |
| YTD | +9.4% | +23.4% | -14.1% | -0.1% |
| 1Y | +17.6% | +13.9% | +3.8% | +10.6% |
| 3Y | +66.5% | +82.0% | -15.5% | +31.1% |
| All | +31.7% | +129.3% | -97.6% | -4.6% |
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