-35.6%
DOCN vs PFGC
+121.6%
-157.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.5% |
| 7D | -19.2% | +8.5% | -27.7% | -23.5% |
| 30D | -43.1% | +15.0% | -58.1% | -48.1% |
| 3M | -40.7% | -6.2% | -34.5% | -39.8% |
| 6M | -55.0% | +15.7% | -70.7% | -60.4% |
| YTD | +50.6% | +19.6% | +31.1% | +27.0% |
| 1Y | +54.0% | +13.2% | +40.8% | +34.3% |
| 3Y | +203.9% | +77.0% | +126.9% | +88.1% |
| All | -35.6% | +121.6% | -157.2% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling