+25.7%
DIS vs PFGC
+465.8%
-440.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +5.2% | +8.5% | -3.3% | +2.7% |
| 30D | +11.5% | +15.0% | -3.5% | +7.0% |
| 3M | +11.5% | -6.2% | +17.7% | +13.1% |
| 6M | +8.9% | +15.7% | -6.9% | +4.0% |
| YTD | +3.4% | +19.6% | -16.1% | -2.7% |
| 1Y | +7.2% | +13.2% | -6.0% | +2.3% |
| 3Y | +43.3% | +77.0% | -33.6% | +20.1% |
| 5Y | -31.4% | +121.5% | -152.9% | -46.9% |
| 10Y | +37.1% | +354.5% | -317.5% | -14.3% |
| All | +25.7% | +465.8% | -440.1% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling