This is Possible for all Office types but sadly not possible for PDF documents .
Supported Types:
- Microsoft Office InfoPath forms
- The 97-2003 file formats for the
following Microsoft Office programs: Word, Excel, and PowerPoint
- The Office Open XML Formats for the following Microsoft Office
programs: Word, Excel, and PowerPoint
- The XML Paper Specification (XPS) format
If its for Office type Documents then, You can do this by enabling Information Rights Management IRM.
You can use Information Rights Management (IRM) to help control and protect files that are downloaded from lists or libraries.
Microsoft Active Directory Rights Management Services (AD RMS) supports Information Rights Management for sites. No separate or additional installations are required.
To apply IRM to a list or library, you must have administrator permissions for that list or library.
Before you apply IRM to a list or library it must first be enabled by an administrator for your site.
More details steps available at
https://support.office.com/en-us/article/Apply-Information-Rights-Management-to-a-list-or-library-3bdb5c4e-94fc-4741-b02f-4e7cc3c54aa1?ui=en-US&rs=en-US&ad=US
https://support.office.com/en-us/article/Restrict-permission-to-content-in-a-file-3cdd7eda-79d4-471f-91af-4dd02cc6f764