+21.2%
DIS vs PEG
+145.3%
-124.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.9% |
| 3M | +7.1% | -3.7% | +10.7% | +8.7% |
| 6M | +4.3% | -9.4% | +13.7% | +8.4% |
| YTD | -6.9% | -6.0% | -1.0% | -4.9% |
| 1Y | -10.3% | -4.4% | -6.0% | -9.3% |
| 3Y | +32.8% | +33.5% | -0.7% | +13.1% |
| 5Y | -41.5% | +35.7% | -77.2% | -51.2% |
| 10Y | +21.2% | +140.4% | -119.2% | -17.2% |
| All | +21.2% | +145.3% | -124.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling