+338.7%
DRI vs PFGC
+366.4%
-27.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +4.2% | +15.0% | -10.8% | -3.0% |
| 30D | +15.7% | +17.0% | -1.3% | +6.7% |
| 3M | +5.8% | -2.5% | +8.2% | +6.3% |
| 6M | +18.4% | +19.2% | -0.8% | +7.5% |
| YTD | +28.2% | +23.4% | +4.8% | +13.0% |
| 1Y | +35.9% | +13.9% | +22.1% | +24.6% |
| 3Y | +67.7% | +82.0% | -14.2% | +18.3% |
| 5Y | +77.9% | +128.7% | -50.8% | +7.1% |
| 10Y | +338.7% | +361.5% | -22.8% | +84.1% |
| All | +338.7% | +366.4% | -27.7% | +84.1% |
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 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