-70.6%
PCG vs DOCU
+111.8%
-182.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.9% | -3.7% | +5.6% | +2.3% |
| 30D | +8.5% | +15.0% | -6.4% | +6.9% |
| 3M | -22.9% | +39.9% | -62.8% | -25.9% |
| 6M | -16.8% | +66.2% | -82.9% | -21.8% |
| YTD | -15.8% | +17.7% | -33.5% | -18.2% |
| 1Y | -16.0% | +13.7% | -29.7% | -18.1% |
| 3Y | -18.9% | +95.9% | -114.9% | -28.2% |
| 5Y | +17.4% | -71.7% | +89.1% | +24.8% |
| All | -70.6% | +111.8% | -182.5% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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