+22.7%
DIS vs PBR
+703.7%
-681.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | -1.3% | +4.2% | -5.5% | -2.0% |
| 30D | +2.2% | +22.7% | -20.5% | -1.8% |
| 3M | +8.1% | +21.5% | -13.4% | +3.7% |
| 6M | +5.2% | +24.0% | -18.8% | -0.1% |
| YTD | -6.3% | +88.2% | -94.5% | -18.5% |
| 1Y | -7.3% | +74.8% | -82.1% | -18.4% |
| 3Y | +33.8% | +105.1% | -71.3% | +12.3% |
| 5Y | -40.7% | +572.2% | -613.0% | -63.0% |
| All | +22.7% | +703.7% | -681.1% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling