+361.5%
PFGC vs DAR
+269.9%
+91.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +15.0% | -3.8% | +18.8% | +16.7% |
| 30D | +17.0% | -14.4% | +31.4% | +24.1% |
| 3M | -2.5% | -17.9% | +15.5% | +4.4% |
| 6M | +19.2% | -18.3% | +37.5% | +26.7% |
| YTD | +23.4% | +43.2% | -19.8% | +1.8% |
| 1Y | +13.9% | +57.7% | -43.8% | -10.5% |
| 3Y | +82.0% | +22.7% | +59.3% | +45.7% |
| 5Y | +128.7% | -34.0% | +162.7% | +137.1% |
| 10Y | +361.5% | +279.5% | +82.1% | +79.1% |
| All | +361.5% | +269.9% | +91.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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