+43.9%
DIS vs PCAR
+34.2%
+9.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | +5.7% | +2.2% | +3.5% | +5.0% |
| 30D | +12.7% | -4.4% | +17.1% | +14.3% |
| 3M | +15.2% | -21.4% | +36.6% | +24.5% |
| 6M | +17.6% | -7.3% | +24.9% | +19.4% |
| YTD | +3.8% | -3.8% | +7.6% | +3.6% |
| 1Y | +6.8% | +6.3% | +0.5% | +2.5% |
| All | +43.9% | +34.2% | +9.7% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling