+66.4%
DOCN vs PFG
+133.3%
-66.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.0% | -12.9% |
| 7D | -29.3% | -0.7% | -28.5% | -28.7% |
| 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% | -59.3% |
| YTD | +46.9% | +31.1% | +15.9% | +13.5% |
| 1Y | +54.3% | +43.8% | +10.5% | +9.9% |
| 3Y | +185.5% | +75.0% | +110.5% | +75.8% |
| 5Y | -31.1% | +95.2% | -126.3% | -60.2% |
| All | +66.4% | +133.3% | -66.9% | -5.9% |
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 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