+7.7%
DIS vs PCG
-19.4%
+27.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.3% |
| 6M | +11.1% | -17.7% | +28.8% | +12.7% |
| YTD | +5.5% | -17.4% | +22.9% | +4.0% |
| All | +7.7% | -19.4% | +27.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling