+115.6%
DT vs PFGC
+115.7%
-0.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.0% |
| 7D | -2.5% | -4.8% | +2.3% | -1.3% |
| 30D | +3.5% | -17.2% | +20.8% | +8.4% |
| 3M | +26.7% | -6.3% | +33.1% | +28.5% |
| 6M | +36.1% | +8.8% | +27.3% | +32.1% |
| YTD | +18.6% | +4.9% | +13.7% | +15.3% |
| 1Y | +7.9% | -9.5% | +17.4% | +9.0% |
| 3Y | +8.6% | +59.6% | -51.0% | -6.2% |
| 5Y | -26.7% | +113.5% | -140.2% | -41.4% |
| All | +115.6% | +115.7% | -0.1% | +89.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling