+21.2%
DIS vs PFGC
+273.4%
-252.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | +0.1% | -15.8% | +15.9% | +5.1% |
| 3M | +7.1% | -0.6% | +7.7% | +7.1% |
| 6M | +4.3% | +10.7% | -6.4% | +1.0% |
| YTD | -6.9% | +7.6% | -14.6% | -9.7% |
| 1Y | -10.3% | -7.8% | -2.5% | -9.1% |
| 3Y | +32.8% | +63.7% | -30.9% | +13.5% |
| 5Y | -41.5% | +112.3% | -153.7% | -54.3% |
| 10Y | +21.2% | +286.7% | -265.5% | -19.7% |
| All | +21.2% | +273.4% | -252.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling