+16.4%
DOV vs PFGC
+111.7%
-95.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +1.3% | -3.7% | +5.0% | +2.6% |
| 30D | -8.6% | -16.0% | +7.3% | -3.4% |
| 3M | -13.1% | -4.1% | -9.0% | -12.2% |
| 6M | -8.8% | +8.7% | -17.5% | -12.0% |
| YTD | -1.2% | +6.4% | -7.6% | -4.6% |
| 1Y | +10.7% | -8.4% | +19.1% | +12.5% |
| 3Y | +39.3% | +61.8% | -22.5% | +15.6% |
| 5Y | +16.4% | +108.7% | -92.3% | -12.1% |
| All | +16.4% | +111.7% | -95.2% | -12.1% |
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 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