+36.6%
DIS vs PCG
-77.2%
+113.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | +10.2% | +0.1% | +10.2% | +10.2% |
| 3M | +13.5% | -24.4% | +38.0% | +16.1% |
| 6M | +11.1% | -17.7% | +28.8% | +12.6% |
| YTD | +5.5% | -17.4% | +22.9% | +6.9% |
| 1Y | +9.1% | -19.4% | +28.5% | +10.7% |
| 3Y | +36.0% | -18.6% | +54.6% | +37.3% |
| 5Y | -29.8% | +10.2% | -40.1% | -31.1% |
| 10Y | +36.6% | -76.7% | +113.3% | +37.4% |
| All | +36.6% | -77.2% | +113.8% | +37.4% |
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