+95.5%
DOCU vs PFG
+167.7%
-72.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -3.4% | +3.0% | -6.3% | -4.4% |
| 30D | +9.3% | +8.2% | +1.1% | +6.1% |
| 3M | +30.2% | +2.7% | +27.5% | +28.7% |
| 6M | +62.1% | +17.2% | +44.9% | +52.8% |
| YTD | +13.5% | +34.8% | -21.2% | +1.8% |
| 1Y | +11.5% | +43.6% | -32.1% | -2.3% |
| 3Y | +89.5% | +85.4% | +4.1% | +52.7% |
| 5Y | -69.6% | +102.2% | -171.8% | -75.5% |
| All | +95.5% | +167.7% | -72.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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