-8.4%
PFGC vs DAR
+116.5%
-124.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -16.0% | +7.4% | -23.4% | -16.1% |
| 3M | -4.1% | +15.7% | -19.8% | -4.8% |
| 6M | +8.7% | +30.0% | -21.3% | +4.9% |
| YTD | +6.4% | +87.5% | -81.2% | -2.6% |
| 1Y | -8.4% | +113.4% | -121.7% | -18.1% |
| All | -8.4% | +116.5% | -124.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling