+31.0%
DIS vs PCG
-76.5%
+107.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.9% | -2.0% | +2.8% | +1.0% |
| 30D | +8.9% | -2.7% | +11.6% | +9.2% |
| 3M | +14.5% | -25.1% | +39.6% | +17.2% |
| 6M | +12.2% | -22.3% | +34.5% | +14.4% |
| YTD | +4.7% | -18.5% | +23.2% | +6.2% |
| 1Y | +2.8% | -21.8% | +24.7% | +4.6% |
| 3Y | +38.1% | -21.0% | +59.2% | +39.9% |
| 5Y | -23.6% | +8.1% | -31.7% | -24.8% |
| All | +31.0% | -76.5% | +107.6% | +31.8% |
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