+38.0%
DIS vs PFG
+84.5%
-46.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | +10.3% | +6.4% | +3.9% | +6.9% |
| 3M | +15.6% | +2.2% | +13.3% | +13.8% |
| 6M | +15.1% | +16.3% | -1.1% | +5.6% |
| YTD | +6.0% | +33.2% | -27.3% | -10.1% |
| 1Y | +5.7% | +40.6% | -34.9% | -13.1% |
| All | +38.0% | +84.5% | -46.5% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling