+164.6%
DOCN vs PFG
+141.2%
+23.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +4.1% |
| 7D | +1.1% | +5.5% | -4.4% | -3.4% |
| 30D | -9.6% | +2.4% | -12.0% | -11.5% |
| 3M | -37.7% | +13.6% | -51.3% | -44.8% |
| 6M | +115.2% | +27.9% | +87.3% | +72.3% |
| YTD | +133.7% | +35.6% | +98.2% | +76.9% |
| 1Y | +250.2% | +48.5% | +201.7% | +144.2% |
| 3Y | +320.3% | +66.9% | +253.4% | +169.6% |
| 5Y | +53.1% | +111.0% | -57.8% | -14.3% |
| All | +164.6% | +141.2% | +23.4% | +46.7% |
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