+54.0%
DOCN vs PFGC
+13.7%
+40.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.1% |
| 7D | -19.2% | +8.5% | -27.7% | -17.2% |
| 30D | -43.1% | +15.0% | -58.1% | -41.2% |
| 3M | -40.7% | -6.2% | -34.5% | -40.2% |
| 6M | -55.0% | +15.7% | -70.7% | -55.2% |
| YTD | +50.6% | +19.6% | +31.1% | +51.2% |
| 1Y | +54.0% | +13.2% | +40.8% | +54.1% |
| All | +54.0% | +13.7% | +40.3% | +54.1% |
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