-48.9%
DOCS vs PFGC
+131.6%
-180.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.5% | -7.2% | 0.0% |
| 7D | +1.2% | +13.9% | -12.6% | -5.1% |
| 30D | +21.3% | +18.4% | +3.0% | +11.7% |
| 3M | +58.4% | -2.5% | +60.9% | +59.4% |
| 6M | +39.3% | +26.0% | +13.3% | +22.9% |
| YTD | -21.7% | +21.9% | -43.6% | -31.7% |
| 1Y | -47.3% | +13.4% | -60.7% | -52.2% |
| 3Y | +58.2% | +80.7% | -22.5% | +4.3% |
| All | -48.9% | +131.6% | -180.6% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling