-37.4%
DOCS vs PFGC
+118.9%
-156.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -1.3% | +12.5% | -13.8% | -6.8% |
| 30D | +19.4% | +17.0% | +2.4% | +10.7% |
| 3M | +53.4% | -2.1% | +55.5% | +54.0% |
| 6M | +28.8% | +25.9% | +2.9% | +14.0% |
| YTD | -25.1% | +22.0% | -47.0% | -34.5% |
| 1Y | -48.1% | +14.8% | -63.0% | -53.2% |
| 3Y | +51.4% | +80.8% | -29.5% | +1.7% |
| 5Y | -51.1% | +126.0% | -177.1% | -72.5% |
| All | -37.4% | +118.9% | -156.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling