-28.1%
DT vs PFGC
+110.5%
-138.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -4.9% | -2.4% | -2.4% | -4.0% |
| 30D | +2.7% | -15.8% | +18.5% | +8.9% |
| 3M | +20.0% | -0.6% | +20.6% | +19.5% |
| 6M | +28.0% | +10.7% | +17.4% | +21.5% |
| YTD | +16.0% | +7.6% | +8.4% | +9.8% |
| 1Y | +0.7% | -7.8% | +8.5% | +1.9% |
| 3Y | +6.2% | +63.7% | -57.5% | -18.9% |
| 5Y | -28.1% | +112.3% | -140.4% | -52.1% |
| All | -28.1% | +110.5% | -138.6% | -52.1% |
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