-73.2%
DOCS vs PFGC
+111.4%
-184.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.5% |
| 7D | -1.4% | -2.2% | +0.8% | -0.4% |
| 30D | +21.8% | -11.9% | +33.8% | +28.9% |
| 3M | +27.3% | +5.0% | +22.3% | +23.7% |
| 6M | -0.3% | +8.6% | -8.9% | -5.5% |
| YTD | -40.5% | +9.7% | -50.2% | -45.1% |
| 1Y | -61.5% | -6.3% | -55.3% | -61.4% |
| 3Y | +8.2% | +58.2% | -50.0% | -22.8% |
| All | -73.2% | +111.4% | -184.6% | -84.9% |
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