+339.7%
PFGC vs DOC
+15.7%
+324.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | +8.5% | +6.5% | +2.1% | +4.7% |
| 30D | +15.0% | +9.2% | +5.8% | +9.2% |
| 3M | -6.2% | -2.5% | -3.7% | -4.9% |
| 6M | +15.7% | +7.1% | +8.7% | +10.4% |
| YTD | +19.6% | +33.0% | -13.4% | -2.0% |
| 1Y | +13.2% | +23.3% | -10.1% | -2.8% |
| 3Y | +77.0% | +44.9% | +32.0% | +29.4% |
| 5Y | +121.5% | -21.6% | +143.1% | +145.3% |
| All | +339.7% | +15.7% | +324.0% | +326.2% |
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