+88.3%
DT vs PFGC
+151.3%
-63.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +2.7% | +0.3% | +2.5% | +2.7% |
| 30D | -30.4% | +16.1% | -46.5% | -33.1% |
| 3M | -9.4% | +2.4% | -11.8% | -10.3% |
| 6M | +14.5% | +15.7% | -1.2% | +9.5% |
| YTD | +3.6% | +22.3% | -18.7% | -3.4% |
| 1Y | -3.4% | +13.9% | -17.3% | -8.3% |
| 3Y | -11.1% | +80.3% | -91.4% | -25.7% |
| 5Y | -39.5% | +136.1% | -175.6% | -52.9% |
| All | +88.3% | +151.3% | -63.1% | +58.3% |
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