+361.2%
DRI vs PFGC
+292.0%
+69.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -0.9% |
| 7D | -1.2% | -2.4% | +1.2% | 0.0% |
| 30D | -0.4% | -15.8% | +15.4% | +8.1% |
| 3M | +9.5% | -0.6% | +10.1% | +9.4% |
| 6M | +6.5% | +10.7% | -4.2% | +0.4% |
| YTD | +18.4% | +7.6% | +10.8% | +12.2% |
| 1Y | +4.2% | -7.8% | +12.0% | +6.4% |
| 3Y | +57.1% | +63.7% | -6.6% | +17.1% |
| 5Y | +70.4% | +112.3% | -41.8% | +6.6% |
| All | +361.2% | +292.0% | +69.2% | +106.0% |
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