+70.5%
DOCN vs PFGC
+95.0%
-24.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.4% |
| 7D | -19.2% | +8.5% | -27.7% | -22.9% |
| 30D | -43.1% | +15.0% | -58.1% | -47.4% |
| 3M | -40.7% | -6.2% | -34.5% | -39.9% |
| 6M | -55.0% | +15.7% | -70.7% | -59.6% |
| YTD | +50.6% | +19.6% | +31.1% | +30.7% |
| 1Y | +54.0% | +13.2% | +40.8% | +37.4% |
| 3Y | +203.9% | +77.0% | +126.9% | +107.3% |
| 5Y | -29.4% | +121.5% | -150.8% | -57.8% |
| All | +70.5% | +95.0% | -24.4% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling