+32.9%
DIS vs PCG
-76.4%
+109.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | +10.3% | -0.5% | +10.7% | +10.3% |
| 3M | +15.6% | -24.0% | +39.5% | +18.1% |
| 6M | +15.1% | -18.6% | +33.7% | +16.8% |
| YTD | +6.0% | -17.7% | +23.6% | +7.4% |
| 1Y | +5.7% | -20.0% | +25.7% | +7.3% |
| 3Y | +39.8% | -20.2% | +60.0% | +41.4% |
| 5Y | -23.9% | +8.4% | -32.2% | -25.1% |
| 10Y | +32.9% | -76.4% | +109.3% | +33.5% |
| All | +32.9% | -76.4% | +109.4% | +33.5% |
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