-31.2%
DIS vs PCOR
-22.6%
-8.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +5.7% | +23.7% | -18.0% | -0.2% |
| 30D | +12.7% | +39.0% | -26.3% | +3.2% |
| 3M | +15.2% | +35.8% | -20.6% | +5.5% |
| 6M | +17.6% | +38.2% | -20.7% | +6.2% |
| YTD | +3.8% | +3.9% | -0.1% | -0.1% |
| 1Y | +6.8% | +5.7% | +1.1% | +2.0% |
| 3Y | +42.1% | +44.8% | -2.7% | +18.3% |
| 5Y | -31.2% | -19.8% | -11.4% | -37.3% |
| All | -31.2% | -22.6% | -8.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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