-23.6%
DIS vs PCG
+6.9%
-30.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.9% | -2.0% | +2.8% | +1.4% |
| 30D | +8.9% | -2.7% | +11.6% | +9.6% |
| 3M | +14.5% | -25.1% | +39.6% | +22.5% |
| 6M | +12.2% | -22.3% | +34.5% | +18.4% |
| YTD | +4.7% | -18.5% | +23.2% | +8.3% |
| 1Y | +2.8% | -21.8% | +24.7% | +7.7% |
| 3Y | +38.1% | -21.0% | +59.2% | +40.8% |
| 5Y | -23.6% | +8.1% | -31.7% | -35.0% |
| All | -23.6% | +6.9% | -30.6% | -35.0% |
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