-31.9%
DIS vs PFGC
+121.6%
-153.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +5.2% | +8.5% | -3.3% | +1.8% |
| 30D | +11.5% | +15.0% | -3.5% | +5.4% |
| 3M | +11.5% | -6.2% | +17.7% | +13.7% |
| 6M | +8.9% | +15.7% | -6.9% | +2.2% |
| YTD | +3.4% | +19.6% | -16.1% | -5.1% |
| 1Y | +7.2% | +13.2% | -6.0% | +0.4% |
| 3Y | +43.3% | +77.0% | -33.6% | +10.6% |
| All | -31.9% | +121.6% | -153.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling