+19.5%
PCG vs DOCN
+70.4%
-50.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -15.9% | +14.6% | -0.2% |
| 7D | 0.0% | -29.3% | +29.3% | +2.1% |
| 30D | +5.8% | -46.0% | +51.9% | +9.8% |
| 3M | -22.8% | -43.2% | +20.4% | -20.4% |
| 6M | -18.4% | -53.7% | +35.3% | -15.3% |
| YTD | -16.9% | +46.9% | -63.8% | -22.0% |
| 1Y | -17.6% | +54.3% | -72.0% | -23.2% |
| 3Y | -20.0% | +185.5% | -205.5% | -31.2% |
| 5Y | +16.0% | -31.1% | +47.1% | +5.1% |
| All | +19.5% | +70.4% | -50.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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