-31.1%
DOCN vs PFGC
+131.9%
-163.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -16.0% | -15.9% |
| 7D | -29.3% | +12.5% | -41.7% | -34.3% |
| 30D | -46.0% | +17.0% | -63.0% | -51.1% |
| 3M | -43.2% | -2.1% | -41.1% | -43.6% |
| 6M | -53.7% | +25.9% | -79.6% | -61.3% |
| YTD | +46.9% | +22.0% | +24.9% | +23.0% |
| 1Y | +54.3% | +14.8% | +39.5% | +34.0% |
| 3Y | +185.5% | +80.8% | +104.7% | +76.1% |
| 5Y | -31.1% | +126.0% | -157.1% | -65.7% |
| All | -31.1% | +131.9% | -163.0% | -65.7% |
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