+112.2%
DT vs PFGC
+118.6%
-6.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -0.5% | -3.7% | +3.2% | +0.4% |
| 30D | +0.1% | -16.0% | +16.0% | +4.4% |
| 3M | +24.1% | -4.1% | +28.3% | +25.1% |
| 6M | +30.1% | +8.7% | +21.4% | +26.3% |
| YTD | +16.8% | +6.4% | +10.4% | +13.1% |
| 1Y | -0.1% | -8.4% | +8.3% | +0.6% |
| 3Y | +6.8% | +61.8% | -54.9% | -8.0% |
| 5Y | -28.4% | +108.7% | -137.1% | -42.5% |
| All | +112.2% | +118.6% | -6.4% | +85.4% |
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