-76.5%
DOCU vs PFG
+110.8%
-187.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.8% |
| 7D | +6.9% | +5.5% | +1.4% | +2.4% |
| 30D | +19.0% | +2.4% | +16.6% | +16.5% |
| 3M | +34.3% | +13.6% | +20.7% | +21.4% |
| 6M | +48.0% | +27.9% | +20.1% | +21.8% |
| YTD | 0.0% | +35.6% | -35.5% | -21.4% |
| 1Y | -10.3% | +48.5% | -58.7% | -34.7% |
| 3Y | +32.4% | +66.9% | -34.5% | -14.9% |
| All | -76.5% | +110.8% | -187.4% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling