+43.9%
DIS vs PCG
-20.0%
+63.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +12.7% | +5.8% | +6.8% | +11.7% |
| 3M | +15.2% | -22.8% | +38.0% | +19.5% |
| 6M | +17.6% | -18.4% | +36.0% | +20.5% |
| YTD | +3.8% | -16.9% | +20.7% | +5.6% |
| 1Y | +6.8% | -17.6% | +24.4% | +8.9% |
| All | +43.9% | -20.0% | +63.9% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling