-23.9%
DIS vs PBR
+450.9%
-474.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +0.6% | -9.1% | +9.7% | +1.6% |
| 30D | +10.3% | -29.9% | +40.2% | +14.5% |
| 3M | +15.6% | +2.3% | +13.3% | +14.6% |
| 6M | +15.1% | -10.9% | +26.1% | +16.0% |
| YTD | +6.0% | +56.9% | -50.9% | -2.7% |
| 1Y | +5.7% | +38.0% | -32.3% | -1.1% |
| 3Y | +39.8% | +64.8% | -25.0% | +25.9% |
| 5Y | -23.9% | +447.1% | -471.0% | -45.1% |
| All | -23.9% | +450.9% | -474.8% | -45.1% |
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