+112.7%
PFGC vs DOC
-24.5%
+137.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -11.9% | -4.8% | -7.2% | -10.5% |
| 3M | +5.0% | +6.9% | -1.9% | +2.4% |
| 6M | +8.6% | +20.7% | -12.1% | +0.9% |
| YTD | +9.7% | +34.1% | -24.5% | -2.4% |
| 1Y | -6.3% | +22.6% | -28.9% | -14.0% |
| 3Y | +58.2% | +20.8% | +37.4% | +44.8% |
| All | +112.7% | -24.5% | +137.2% | +150.0% |
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