+82.3%
PFGC vs DVA
+105.9%
-23.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.4% | -8.8% | +12.2% | +5.2% |
| 30D | +16.9% | -3.4% | +20.3% | +17.6% |
| 3M | +6.4% | -2.6% | +9.0% | +6.7% |
| 6M | +16.0% | -11.9% | +27.9% | +17.8% |
| YTD | +23.6% | +53.6% | -30.0% | +12.6% |
| 1Y | +16.6% | +41.9% | -25.3% | +7.9% |
| 3Y | +82.3% | +97.5% | -15.2% | +53.7% |
| All | +82.3% | +105.9% | -23.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling