+8.3%
DIS vs PCG
-14.1%
+22.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +9.1% | +1.9% | +7.2% | +8.9% |
| 30D | +14.8% | +8.5% | +6.3% | +13.9% |
| 3M | +21.2% | -22.9% | +44.0% | +24.9% |
| 6M | +18.3% | -16.8% | +35.1% | +20.0% |
| YTD | +5.4% | -15.8% | +21.1% | +3.6% |
| 1Y | +8.3% | -16.0% | +24.2% | +7.7% |
| All | +8.3% | -14.1% | +22.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling