+116.4%
DOCN vs PFGC
+12.5%
+104.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +13.5% | -20.7% | -3.8% |
| 7D | -20.0% | +13.9% | -33.9% | -17.1% |
| 30D | -38.8% | +18.4% | -57.1% | -36.2% |
| 3M | -34.8% | -2.5% | -32.3% | -34.0% |
| 6M | -22.8% | +26.0% | -48.8% | -22.9% |
| YTD | +74.6% | +21.9% | +52.8% | +78.9% |
| 1Y | +116.4% | +13.4% | +103.1% | +118.6% |
| All | +116.4% | +12.5% | +104.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling