+113.5%
PFGC vs DVA
+40.8%
+72.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -4.8% | -0.2% | -4.7% | -4.8% |
| 30D | -17.2% | +1.7% | -18.9% | -17.5% |
| 3M | -6.3% | -8.7% | +2.3% | -5.2% |
| 6M | +8.8% | +19.7% | -10.8% | +4.1% |
| YTD | +4.9% | +59.6% | -54.7% | -5.7% |
| 1Y | -9.5% | +37.1% | -46.6% | -16.2% |
| 3Y | +59.6% | +89.8% | -30.2% | +35.6% |
| 5Y | +113.5% | +47.4% | +66.1% | +111.3% |
| All | +113.5% | +40.8% | +72.7% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling