-22.2%
DOC vs PFG
+95.1%
-117.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.3% |
| 7D | +6.2% | -0.7% | +7.0% | +6.5% |
| 30D | +6.5% | +2.8% | +3.6% | +5.2% |
| 3M | -6.2% | -1.0% | -5.2% | -6.2% |
| 6M | +25.6% | +13.6% | +12.0% | +18.7% |
| YTD | +32.1% | +31.1% | +1.0% | +17.1% |
| 1Y | +20.3% | +43.8% | -23.5% | +2.4% |
| 3Y | +42.7% | +75.0% | -32.3% | +8.6% |
| 5Y | -22.2% | +95.2% | -117.4% | -44.6% |
| All | -22.2% | +95.1% | -117.3% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling