+11.5%
DOCU vs PFGC
+11.2%
+0.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -3.4% | +15.0% | -18.4% | -1.9% |
| 30D | +9.3% | +17.0% | -7.7% | +11.2% |
| 3M | +30.2% | -2.5% | +32.7% | +30.7% |
| 6M | +62.1% | +19.2% | +42.9% | +69.3% |
| YTD | +13.5% | +23.4% | -9.9% | +18.1% |
| 1Y | +11.5% | +13.9% | -2.4% | +23.1% |
| All | +11.5% | +11.2% | +0.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling