+418.5%
DOC vs PFG
+1,015.3%
-596.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | -1.5% | +5.5% | -7.0% | -3.9% |
| 30D | -4.8% | +2.4% | -7.1% | -5.9% |
| 3M | +6.9% | +13.6% | -6.7% | +0.7% |
| 6M | +20.7% | +27.9% | -7.1% | +7.9% |
| YTD | +34.1% | +35.6% | -1.4% | +16.4% |
| 1Y | +22.6% | +48.5% | -25.8% | +1.8% |
| 3Y | +20.8% | +66.9% | -46.0% | -6.0% |
| 5Y | -24.9% | +111.0% | -135.8% | -48.6% |
| 10Y | -1.8% | +244.5% | -246.3% | -50.3% |
| All | +418.5% | +1,015.3% | -596.8% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling