+6.2%
DT vs PFGC
+63.1%
-56.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.7% |
| 7D | -4.9% | -2.4% | -2.4% | -4.4% |
| 30D | +2.7% | -15.8% | +18.5% | +6.3% |
| 3M | +20.0% | -0.6% | +20.6% | +19.6% |
| 6M | +28.0% | +10.7% | +17.4% | +23.8% |
| YTD | +16.0% | +7.6% | +8.4% | +11.6% |
| 1Y | +0.7% | -7.8% | +8.5% | +2.9% |
| 3Y | +6.2% | +63.7% | -57.5% | -13.6% |
| All | +6.2% | +63.1% | -56.9% | -13.6% |
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