+98.6%
DOCU vs PFG
+160.4%
-61.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -0.6% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | +15.7% | +2.8% | +12.8% | +14.4% |
| 3M | +37.3% | -1.0% | +38.3% | +37.4% |
| 6M | +63.1% | +13.6% | +49.5% | +55.4% |
| YTD | +15.4% | +31.1% | -15.7% | +4.5% |
| 1Y | +11.3% | +43.8% | -32.5% | -2.5% |
| 3Y | +92.1% | +75.0% | +17.0% | +57.7% |
| 5Y | -70.5% | +95.2% | -165.7% | -75.9% |
| All | +98.6% | +160.4% | -61.8% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling