+7.7%
DIS vs PFG
+43.7%
-36.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.6% |
| 7D | +5.3% | +2.3% | +3.0% | +4.5% |
| 30D | +10.2% | +7.6% | +2.6% | +7.6% |
| 3M | +13.5% | +2.5% | +11.0% | +12.3% |
| 6M | +11.1% | +16.6% | -5.5% | +3.8% |
| YTD | +5.5% | +34.1% | -28.5% | -7.0% |
| All | +7.7% | +43.7% | -36.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling