-41.1%
DIS vs PFG
+110.8%
-151.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | -2.6% | +5.5% | -8.1% | -5.5% |
| 30D | +3.5% | +2.4% | +1.1% | +2.0% |
| 3M | +6.8% | +13.6% | -6.8% | -0.7% |
| 6M | +3.0% | +27.9% | -24.9% | -10.4% |
| YTD | -6.7% | +35.6% | -42.3% | -21.7% |
| 1Y | -10.1% | +48.5% | -58.5% | -28.5% |
| 3Y | +33.0% | +66.9% | -33.8% | -2.4% |
| All | -41.1% | +110.8% | -151.9% | -63.8% |
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 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