+36.3%
DIS vs PCG
-76.4%
+112.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | +10.3% | +0.8% | +9.6% | +10.2% |
| 3M | +15.5% | -22.0% | +37.6% | +17.8% |
| 6M | +11.2% | -17.1% | +28.3% | +12.7% |
| YTD | +5.6% | -16.9% | +22.4% | +6.9% |
| 1Y | +7.7% | -19.1% | +26.8% | +9.3% |
| 3Y | +39.3% | -19.4% | +58.7% | +40.8% |
| 5Y | -29.5% | +9.0% | -38.5% | -30.7% |
| 10Y | +36.3% | -76.2% | +112.4% | +36.9% |
| All | +36.3% | -76.4% | +112.6% | +36.9% |
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