+31.0%
DIS vs PBR
+576.8%
-545.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.9% | -3.7% | +4.6% | +1.6% |
| 30D | +8.9% | -29.0% | +37.9% | +15.8% |
| 3M | +14.5% | +4.9% | +9.6% | +12.5% |
| 6M | +12.2% | -8.4% | +20.6% | +12.8% |
| YTD | +4.7% | +59.4% | -54.6% | -6.9% |
| 1Y | +2.8% | +45.5% | -42.7% | -6.9% |
| 3Y | +38.1% | +67.4% | -29.2% | +19.6% |
| 5Y | -23.6% | +453.0% | -476.6% | -51.1% |
| All | +31.0% | +576.8% | -545.8% | -27.2% |
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 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