+16.8%
DOC vs PFG
+218.3%
-201.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +1.4% |
| 7D | +8.7% | +4.9% | +3.8% | +6.6% |
| 30D | +7.6% | +5.7% | +2.0% | +5.1% |
| 3M | -5.3% | +2.6% | -7.8% | -6.5% |
| 6M | +27.6% | +19.8% | +7.8% | +17.7% |
| YTD | +32.4% | +36.3% | -3.9% | +15.0% |
| 1Y | +22.9% | +47.9% | -25.0% | +2.8% |
| 3Y | +43.1% | +82.0% | -38.9% | +7.4% |
| 5Y | -21.4% | +104.5% | -125.9% | -45.0% |
| 10Y | +16.8% | +219.8% | -202.9% | -36.9% |
| All | +16.8% | +218.3% | -201.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling