+36.6%
DIS vs PFG
+203.0%
-166.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | 0.0% |
| 7D | +5.3% | +2.3% | +3.0% | +4.1% |
| 30D | +10.2% | +7.6% | +2.6% | +6.2% |
| 3M | +13.5% | +2.5% | +11.0% | +11.6% |
| 6M | +11.1% | +16.6% | -5.5% | +2.2% |
| YTD | +5.5% | +34.1% | -28.5% | -9.8% |
| 1Y | +9.1% | +44.1% | -34.9% | -10.1% |
| 3Y | +36.0% | +86.3% | -50.3% | -2.7% |
| 5Y | -29.8% | +101.6% | -131.4% | -52.5% |
| 10Y | +36.6% | +197.9% | -161.3% | -29.8% |
| All | +36.6% | +203.0% | -166.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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