+37.2%
DIS vs PEG
+36.1%
+1.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +1.9% | +4.5% | -2.6% | +0.6% |
| 30D | +9.2% | +7.5% | +1.6% | +6.9% |
| 3M | +13.5% | +0.8% | +12.7% | +13.2% |
| 6M | +14.3% | 0.0% | +14.3% | +14.1% |
| YTD | +5.4% | -3.0% | +8.4% | +5.9% |
| 1Y | +12.2% | -4.7% | +16.9% | +13.3% |
| 3Y | +37.2% | +36.5% | +0.7% | +31.9% |
| All | +37.2% | +36.1% | +1.1% | +31.9% |
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