-61.5%
DOCS vs PFG
+51.4%
-112.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.3% |
| 7D | -1.4% | +5.5% | -6.9% | -3.0% |
| 30D | +21.8% | +2.4% | +19.5% | +20.7% |
| 3M | +27.3% | +13.6% | +13.7% | +20.5% |
| 6M | -0.3% | +27.9% | -28.2% | -10.2% |
| YTD | -40.5% | +35.6% | -76.0% | -47.5% |
| 1Y | -61.5% | +48.5% | -110.0% | -67.3% |
| All | -61.5% | +51.4% | -112.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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