+126.0%
PFGC vs DOC
-22.1%
+148.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +12.5% | +6.2% | +6.2% | +10.2% |
| 30D | +17.0% | +6.5% | +10.5% | +14.4% |
| 3M | -2.1% | -6.2% | +4.2% | 0.0% |
| 6M | +25.9% | +25.6% | +0.3% | +15.5% |
| YTD | +22.0% | +32.1% | -10.1% | +9.1% |
| 1Y | +14.8% | +20.3% | -5.4% | +6.5% |
| 3Y | +80.8% | +42.7% | +38.1% | +51.4% |
| 5Y | +126.0% | -22.2% | +148.1% | +167.0% |
| All | +126.0% | -22.1% | +148.0% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling