+488.3%
PFGC vs DAR
+364.5%
+123.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +2.3% |
| 7D | +10.8% | -2.8% | +13.6% | +11.8% |
| 30D | +17.8% | -12.8% | +30.6% | +23.4% |
| 3M | -2.7% | -11.6% | +8.9% | +0.5% |
| 6M | +20.0% | -16.8% | +36.8% | +26.0% |
| YTD | +24.3% | +45.9% | -21.6% | +3.9% |
| 1Y | +13.2% | +61.5% | -48.3% | -9.5% |
| 3Y | +85.9% | +23.0% | +62.9% | +53.0% |
| 5Y | +141.0% | -35.8% | +176.9% | +153.3% |
| 10Y | +370.6% | +280.4% | +90.2% | +129.8% |
| All | +488.3% | +364.5% | +123.8% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling