+409.4%
PFGC vs DTE
+192.1%
+217.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.6% |
| 7D | -2.4% | +0.9% | -3.3% | -3.2% |
| 30D | -15.8% | -1.9% | -13.9% | -14.6% |
| 3M | -0.6% | -3.3% | +2.7% | +1.9% |
| 6M | +10.7% | -7.1% | +17.8% | +16.8% |
| YTD | +7.6% | +8.1% | -0.5% | -0.6% |
| 1Y | -7.8% | +5.3% | -13.1% | -13.2% |
| 3Y | +63.7% | +48.2% | +15.6% | +8.7% |
| 5Y | +112.3% | +33.2% | +79.0% | +48.4% |
| 10Y | +286.7% | +137.5% | +149.2% | +73.6% |
| All | +409.4% | +192.1% | +217.3% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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