+17.4%
PCG vs DOCS
-53.1%
+70.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.5% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | +8.5% | +21.3% | -12.8% | +7.4% |
| 3M | -22.9% | +58.4% | -81.3% | -24.9% |
| 6M | -16.8% | +39.3% | -56.0% | -18.6% |
| YTD | -15.8% | -21.7% | +5.9% | -15.0% |
| 1Y | -16.0% | -47.3% | +31.3% | -13.1% |
| 3Y | -18.9% | +58.2% | -77.1% | -24.7% |
| 5Y | +17.4% | -52.3% | +69.7% | +16.6% |
| All | +17.4% | -53.1% | +70.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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