-73.2%
DOCS vs PFG
+110.8%
-184.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -1.8% |
| 7D | -1.4% | +5.5% | -6.9% | -4.6% |
| 30D | +21.8% | +2.4% | +19.5% | +19.6% |
| 3M | +27.3% | +13.6% | +13.7% | +17.0% |
| 6M | -0.3% | +27.9% | -28.2% | -15.1% |
| YTD | -40.5% | +35.6% | -76.0% | -51.4% |
| 1Y | -61.5% | +48.5% | -110.0% | -70.5% |
| 3Y | +8.2% | +66.9% | -58.7% | -24.1% |
| All | -73.2% | +110.8% | -184.0% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling