+70.8%
DRI vs PFGC
+84.2%
-13.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.2% |
| 7D | +3.1% | +10.8% | -7.7% | -0.6% |
| 30D | +16.2% | +17.8% | -1.6% | +9.8% |
| 3M | +8.4% | -2.7% | +11.1% | +8.7% |
| 6M | +19.0% | +20.0% | -1.0% | +11.2% |
| YTD | +28.8% | +24.3% | +4.5% | +17.9% |
| 1Y | +33.1% | +13.2% | +19.9% | +26.1% |
| 3Y | +70.8% | +85.9% | -15.1% | +37.7% |
| All | +70.8% | +84.2% | -13.5% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling