-31.9%
DIS vs PCAR
+101.4%
-133.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.6% |
| 7D | +5.2% | +0.1% | +5.2% | +5.2% |
| 30D | +11.5% | -4.6% | +16.0% | +13.6% |
| 3M | +11.5% | -22.6% | +34.1% | +23.7% |
| 6M | +8.9% | -12.0% | +20.8% | +13.5% |
| YTD | +3.4% | -6.1% | +9.5% | +4.3% |
| 1Y | +7.2% | +6.3% | +0.9% | +2.0% |
| 3Y | +43.3% | +31.8% | +11.5% | +17.0% |
| All | -31.9% | +101.4% | -133.3% | -59.2% |
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