+21.9%
DIS vs PCG
-75.9%
+97.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -2.0% |
| 7D | -2.6% | -13.9% | +11.3% | -1.5% |
| 30D | +3.5% | -16.9% | +20.3% | +4.9% |
| 3M | +6.8% | -14.7% | +21.6% | +8.0% |
| 6M | +3.0% | -23.8% | +26.8% | +5.2% |
| YTD | -6.7% | -10.5% | +3.8% | -6.2% |
| 1Y | -10.1% | -5.1% | -5.0% | -10.1% |
| 3Y | +33.0% | -11.6% | +44.6% | +33.4% |
| 5Y | -40.0% | +59.0% | -99.0% | -42.7% |
| All | +21.9% | -75.9% | +97.7% | +22.5% |
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