+21.2%
DIS vs PFG
+239.4%
-218.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -1.1% | +6.0% | -7.1% | -4.1% |
| 30D | +0.1% | +2.2% | -2.1% | -1.2% |
| 3M | +7.1% | +10.4% | -3.3% | +1.5% |
| 6M | +4.3% | +27.8% | -23.5% | -8.2% |
| YTD | -6.9% | +33.6% | -40.6% | -20.1% |
| 1Y | -10.3% | +49.3% | -59.6% | -27.5% |
| 3Y | +32.8% | +69.7% | -36.9% | -0.3% |
| 5Y | -41.5% | +111.3% | -152.8% | -61.1% |
| 10Y | +21.2% | +240.3% | -219.1% | -41.0% |
| All | +21.2% | +239.4% | -218.3% | -41.0% |
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