+419.1%
PFGC vs DAR
+476.4%
-57.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.8% |
| 30D | -11.9% | +12.8% | -24.7% | -16.3% |
| 3M | +5.0% | +7.4% | -2.4% | +1.1% |
| 6M | +8.6% | +22.3% | -13.7% | -1.4% |
| YTD | +9.7% | +81.1% | -71.4% | -14.8% |
| 1Y | -6.3% | +106.5% | -112.8% | -31.8% |
| 3Y | +58.2% | +5.3% | +52.9% | +43.2% |
| 5Y | +110.4% | -11.5% | +122.0% | +93.7% |
| 10Y | +272.8% | +353.3% | -80.6% | +69.7% |
| All | +419.1% | +476.4% | -57.3% | +152.3% |
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