+13.4%
DIS vs PFGC
+419.1%
-405.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +3.5% | -11.9% | +15.4% | +7.1% |
| 3M | +6.8% | +5.0% | +1.8% | +5.2% |
| 6M | +3.0% | +8.6% | -5.6% | +0.4% |
| YTD | -6.7% | +9.7% | -16.4% | -9.9% |
| 1Y | -10.1% | -6.3% | -3.8% | -9.3% |
| 3Y | +33.0% | +58.2% | -25.2% | +15.2% |
| 5Y | -40.0% | +110.4% | -150.4% | -52.7% |
| 10Y | +21.1% | +272.8% | -251.7% | -21.0% |
| All | +13.4% | +419.1% | -405.7% | -28.1% |
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