-31.2%
DIS vs PCG
+14.4%
-45.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +12.7% | +5.8% | +6.8% | +11.0% |
| 3M | +15.2% | -22.8% | +38.0% | +22.1% |
| 6M | +17.6% | -18.4% | +36.0% | +22.2% |
| YTD | +3.8% | -16.9% | +20.7% | +6.8% |
| 1Y | +6.8% | -17.6% | +24.4% | +10.1% |
| 3Y | +42.1% | -20.0% | +62.1% | +44.5% |
| 5Y | -31.2% | +16.0% | -47.2% | -42.6% |
| All | -31.2% | +14.4% | -45.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling