+32.8%
DIS vs PEG
+34.5%
-1.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | +0.1% | -1.9% | +2.0% | +0.7% |
| 3M | +7.1% | -3.7% | +10.7% | +8.1% |
| 6M | +4.3% | -9.4% | +13.7% | +7.0% |
| YTD | -6.9% | -6.0% | -1.0% | -5.6% |
| 1Y | -10.3% | -4.4% | -6.0% | -9.7% |
| 3Y | +32.8% | +33.5% | -0.7% | +28.9% |
| All | +32.8% | +34.5% | -1.6% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling