+196.4%
DOCN vs PFG
+75.1%
+121.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.0% | -12.8% |
| 7D | -29.3% | -0.7% | -28.5% | -28.6% |
| 30D | -46.0% | +2.8% | -48.9% | -47.2% |
| 3M | -43.2% | -1.0% | -42.2% | -43.2% |
| 6M | -53.7% | +13.6% | -67.3% | -60.0% |
| YTD | +46.9% | +31.1% | +15.9% | +9.2% |
| 1Y | +54.3% | +43.8% | +10.5% | +3.9% |
| All | +196.4% | +75.1% | +121.4% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling