-31.2%
DIS vs PCAR
+108.5%
-139.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +5.7% | +2.2% | +3.5% | +4.8% |
| 30D | +12.7% | -4.4% | +17.1% | +14.7% |
| 3M | +15.2% | -21.4% | +36.6% | +27.0% |
| 6M | +17.6% | -7.3% | +24.9% | +20.0% |
| YTD | +3.8% | -3.8% | +7.6% | +3.7% |
| 1Y | +6.8% | +6.3% | +0.5% | +1.7% |
| 3Y | +42.1% | +34.4% | +7.7% | +15.3% |
| 5Y | -31.2% | +109.2% | -140.4% | -58.9% |
| All | -31.2% | +108.5% | -139.7% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling