+164.6%
DOCN vs PFGC
+78.9%
+85.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +1.1% | -2.2% | +3.3% | +2.2% |
| 30D | -9.6% | -11.9% | +2.3% | -4.4% |
| 3M | -37.7% | +5.0% | -42.7% | -40.4% |
| 6M | +115.2% | +8.6% | +106.6% | +99.7% |
| YTD | +133.7% | +9.7% | +124.0% | +114.2% |
| 1Y | +250.2% | -6.3% | +256.4% | +249.5% |
| 3Y | +320.3% | +58.2% | +262.1% | +207.0% |
| 5Y | +53.1% | +110.4% | -57.3% | -3.6% |
| All | +164.6% | +78.9% | +85.8% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling