+32.0%
DRI vs PFGC
+12.5%
+19.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.5% | -8.4% | +1.1% |
| 7D | +6.5% | +13.9% | -7.4% | +2.3% |
| 30D | +16.4% | +18.4% | -1.9% | +10.7% |
| 3M | +13.6% | -2.5% | +16.2% | +13.2% |
| 6M | +22.0% | +26.0% | -4.0% | +13.8% |
| YTD | +29.3% | +21.9% | +7.4% | +20.0% |
| 1Y | +32.0% | +13.4% | +18.7% | +26.4% |
| All | +32.0% | +12.5% | +19.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling