+36.3%
DIS vs PEG
+159.1%
-122.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +4.4% | +2.6% | +1.8% | +3.3% |
| 30D | +10.3% | +3.3% | +7.0% | +8.7% |
| 3M | +15.5% | +1.1% | +14.5% | +14.8% |
| 6M | +11.2% | -1.4% | +12.7% | +11.5% |
| YTD | +5.6% | -4.6% | +10.2% | +7.0% |
| 1Y | +7.7% | -7.2% | +15.0% | +10.6% |
| 3Y | +39.3% | +33.7% | +5.6% | +18.3% |
| 5Y | -29.5% | +40.8% | -70.3% | -42.5% |
| 10Y | +36.3% | +162.8% | -126.6% | -8.2% |
| All | +36.3% | +159.1% | -122.9% | -8.2% |
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