+652.8%
DIS vs PFG
+1,015.3%
-362.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -2.6% | +5.5% | -8.1% | -4.5% |
| 30D | +3.5% | +2.4% | +1.1% | +2.5% |
| 3M | +6.8% | +13.6% | -6.8% | +1.9% |
| 6M | +3.0% | +27.9% | -24.9% | -5.9% |
| YTD | -6.7% | +35.6% | -42.3% | -16.6% |
| 1Y | -10.1% | +48.5% | -58.5% | -22.3% |
| 3Y | +33.0% | +66.9% | -33.8% | +9.9% |
| 5Y | -40.0% | +111.0% | -150.9% | -54.6% |
| 10Y | +21.1% | +244.5% | -223.4% | -25.7% |
| All | +652.8% | +1,015.3% | -362.5% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling