+98.6%
DOCU vs PFGC
+242.8%
-144.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.2% | +12.5% | -15.7% | -5.5% |
| 30D | +15.7% | +17.0% | -1.3% | +12.2% |
| 3M | +37.3% | -2.1% | +39.3% | +37.3% |
| 6M | +63.1% | +25.9% | +37.2% | +55.3% |
| YTD | +15.4% | +22.0% | -6.6% | +9.7% |
| 1Y | +11.3% | +14.8% | -3.5% | +7.1% |
| 3Y | +92.1% | +80.8% | +11.2% | +69.5% |
| 5Y | -70.5% | +126.0% | -196.5% | -74.9% |
| All | +98.6% | +242.8% | -144.1% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling