+73.6%
DRI vs PFGC
+114.5%
-40.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.6% | -2.2% | +2.8% | +1.5% |
| 30D | +3.8% | -11.9% | +15.8% | +9.1% |
| 3M | +13.0% | +5.0% | +8.0% | +10.3% |
| 6M | +8.3% | +8.6% | -0.3% | +3.9% |
| YTD | +20.6% | +9.7% | +10.9% | +14.3% |
| 1Y | +6.5% | -6.3% | +12.7% | +7.9% |
| 3Y | +53.7% | +58.2% | -4.5% | +20.7% |
| All | +73.6% | +114.5% | -40.9% | +13.2% |
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