+1,660.6%
DIS vs PCAR
+13,042.4%
-11,381.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +2.8% |
| 7D | +9.1% | +3.7% | +5.4% | +7.7% |
| 30D | +14.8% | -2.9% | +17.7% | +16.0% |
| 3M | +21.2% | -21.7% | +42.9% | +31.8% |
| 6M | +18.3% | -6.6% | +25.0% | +20.4% |
| YTD | +5.4% | -2.2% | +7.6% | +5.2% |
| 1Y | +8.3% | +12.2% | -4.0% | +2.8% |
| 3Y | +44.2% | +36.5% | +7.7% | +25.9% |
| 5Y | -28.0% | +113.5% | -141.5% | -46.5% |
| 10Y | +39.6% | +319.4% | -279.8% | -19.0% |
| All | +1,660.6% | +13,042.4% | -11,381.8% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling