-23.6%
DIS vs PFG
+95.0%
-118.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | +8.9% | +5.0% | +3.9% | +6.1% |
| 3M | +14.5% | +0.1% | +14.5% | +13.9% |
| 6M | +12.2% | +13.8% | -1.6% | +3.8% |
| YTD | +4.7% | +31.2% | -26.5% | -10.8% |
| 1Y | +2.8% | +37.1% | -34.2% | -14.6% |
| 3Y | +38.1% | +80.6% | -42.5% | -3.2% |
| 5Y | -23.6% | +93.7% | -117.3% | -50.3% |
| All | -23.6% | +95.0% | -118.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling