-35.6%
DOCN vs PFG
+91.4%
-127.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +4.0% |
| 7D | -19.2% | -0.6% | -18.5% | -18.7% |
| 30D | -43.1% | +2.0% | -45.1% | -44.1% |
| 3M | -40.7% | -3.2% | -37.5% | -39.6% |
| 6M | -55.0% | +10.9% | -65.9% | -60.2% |
| YTD | +50.6% | +28.8% | +21.8% | +14.4% |
| 1Y | +54.0% | +39.2% | +14.8% | +8.4% |
| 3Y | +203.9% | +75.0% | +128.9% | +73.6% |
| All | -35.6% | +91.4% | -127.0% | -68.3% |
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