+36.3%
DIS vs PCAR
+291.3%
-255.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +4.4% | +3.5% | +0.9% | +2.8% |
| 30D | +10.3% | -2.3% | +12.6% | +11.5% |
| 3M | +15.5% | -19.3% | +34.9% | +27.3% |
| 6M | +11.2% | -7.1% | +18.3% | +13.8% |
| YTD | +5.6% | -2.8% | +8.4% | +5.1% |
| 1Y | +7.7% | +9.3% | -1.5% | +1.1% |
| 3Y | +39.3% | +33.5% | +5.8% | +14.5% |
| 5Y | -29.5% | +112.6% | -142.2% | -55.5% |
| 10Y | +36.3% | +276.9% | -240.7% | -34.0% |
| All | +36.3% | +291.3% | -255.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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