+8.3%
DIS vs PBR
+74.7%
-66.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.0% | +11.2% | +3.6% |
| 7D | +9.1% | -11.0% | +20.1% | +8.2% |
| 30D | +14.8% | -18.8% | +33.6% | +13.6% |
| 3M | +21.2% | +7.8% | +13.3% | +24.1% |
| 6M | +18.3% | -7.6% | +25.9% | +19.8% |
| YTD | +5.4% | +72.7% | -67.3% | +3.8% |
| 1Y | +8.3% | +72.9% | -64.7% | +6.2% |
| All | +8.3% | +74.7% | -66.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling