-41.7%
DIS vs PBR
+563.6%
-605.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -0.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | +0.1% | +19.4% | -19.2% | -2.0% |
| 3M | +7.1% | +20.8% | -13.7% | +4.4% |
| 6M | +4.3% | +23.5% | -19.2% | +0.6% |
| YTD | -6.9% | +83.4% | -90.3% | -15.7% |
| 1Y | -10.3% | +77.6% | -87.9% | -18.5% |
| 3Y | +32.8% | +99.9% | -67.0% | +17.4% |
| All | -41.7% | +563.6% | -605.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling