+86.2%
DOCN vs PFGC
+13.9%
+72.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.1% |
| 7D | +27.4% | +0.3% | +27.1% | +27.3% |
| 30D | -29.7% | +16.1% | -45.9% | -27.0% |
| 3M | -32.5% | +2.4% | -34.8% | -31.2% |
| 6M | -42.2% | +15.7% | -57.9% | -41.7% |
| YTD | +87.2% | +22.3% | +64.9% | +91.0% |
| 1Y | +86.2% | +13.9% | +72.3% | +85.8% |
| All | +86.2% | +13.9% | +72.4% | +85.8% |
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 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