+363.3%
PFGC vs DOC
+19.9%
+343.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.1% | +10.4% | +11.7% |
| 7D | +13.9% | +8.7% | +5.1% | +8.5% |
| 30D | +18.4% | +7.6% | +10.7% | +13.3% |
| 3M | -2.5% | -5.3% | +2.7% | +0.4% |
| 6M | +26.0% | +27.6% | -1.6% | +7.2% |
| YTD | +21.9% | +32.4% | -10.6% | +0.1% |
| 1Y | +13.4% | +22.9% | -9.5% | -2.5% |
| 3Y | +80.7% | +43.1% | +37.6% | +33.2% |
| 5Y | +136.8% | -21.4% | +158.1% | +161.6% |
| 10Y | +363.3% | +16.8% | +346.5% | +343.1% |
| All | +363.3% | +19.9% | +343.4% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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