-54.2%
DOCS vs PFGC
+121.6%
-175.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.1% |
| 7D | -0.8% | +8.5% | -9.3% | -4.8% |
| 30D | +17.4% | +15.0% | +2.4% | +9.6% |
| 3M | +57.4% | -6.2% | +63.5% | +61.4% |
| 6M | +26.5% | +15.7% | +10.8% | +16.5% |
| YTD | -26.6% | +19.6% | -46.1% | -35.5% |
| 1Y | -48.1% | +13.2% | -61.2% | -53.0% |
| 3Y | +52.6% | +77.0% | -24.3% | +1.2% |
| All | -54.2% | +121.6% | -175.8% | -76.3% |
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