-48.1%
DOCS vs PFG
+40.5%
-88.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.8% | -0.6% | -0.1% | -0.3% |
| 30D | +17.4% | +2.0% | +15.4% | +17.0% |
| 3M | +57.4% | -3.2% | +60.5% | +58.7% |
| 6M | +26.5% | +10.9% | +15.6% | +19.8% |
| YTD | -26.6% | +28.8% | -55.4% | -34.8% |
| 1Y | -48.1% | +39.2% | -87.2% | -57.0% |
| All | -48.1% | +40.5% | -88.5% | -57.0% |
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