+34.2%
DIS vs PCG
-77.4%
+111.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +5.2% | -1.6% | +6.8% | +5.4% |
| 30D | +11.5% | +1.4% | +10.0% | +11.3% |
| 3M | +11.5% | -23.4% | +34.9% | +13.9% |
| 6M | +8.9% | -19.4% | +28.2% | +10.6% |
| YTD | +3.4% | -18.5% | +21.9% | +4.9% |
| 1Y | +7.2% | -19.5% | +26.7% | +8.8% |
| 3Y | +43.3% | -21.0% | +64.3% | +45.1% |
| 5Y | -31.4% | +13.7% | -45.2% | -32.8% |
| All | +34.2% | -77.4% | +111.5% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling