-51.1%
DOCS vs PFGC
+131.9%
-183.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -1.3% | +12.5% | -13.8% | -6.9% |
| 30D | +19.4% | +17.0% | +2.4% | +10.6% |
| 3M | +53.4% | -2.1% | +55.5% | +54.0% |
| 6M | +28.8% | +25.9% | +2.9% | +13.7% |
| YTD | -25.1% | +22.0% | -47.0% | -34.7% |
| 1Y | -48.1% | +14.8% | -63.0% | -53.3% |
| 3Y | +51.4% | +80.8% | -29.5% | -0.3% |
| 5Y | -51.1% | +126.0% | -177.1% | -75.1% |
| All | -51.1% | +131.9% | -183.0% | -75.1% |
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