-18.1%
DOCN vs PFGC
+131.6%
-149.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +13.5% | -20.7% | -14.0% |
| 7D | -20.0% | +13.9% | -33.9% | -26.3% |
| 30D | -38.8% | +18.4% | -57.1% | -45.0% |
| 3M | -34.8% | -2.5% | -32.3% | -35.1% |
| 6M | -22.8% | +26.0% | -48.8% | -35.4% |
| YTD | +74.6% | +21.9% | +52.8% | +46.2% |
| 1Y | +116.4% | +13.4% | +103.1% | +89.4% |
| 3Y | +239.3% | +80.7% | +158.7% | +109.4% |
| All | -18.1% | +131.6% | -149.8% | -59.2% |
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