-31.9%
DIS vs PCG
+13.7%
-45.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | +5.2% | -1.6% | +6.8% | +5.7% |
| 30D | +11.5% | +1.4% | +10.0% | +11.0% |
| 3M | +11.5% | -23.4% | +34.9% | +18.4% |
| 6M | +8.9% | -19.4% | +28.2% | +13.5% |
| YTD | +3.4% | -18.5% | +21.9% | +7.0% |
| 1Y | +7.2% | -19.5% | +26.7% | +11.3% |
| 3Y | +43.3% | -21.0% | +64.3% | +46.0% |
| All | -31.9% | +13.7% | -45.7% | -43.0% |
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