-41.1%
DIS vs PEG
+35.8%
-76.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | +3.5% | -2.4% | +5.9% | +4.4% |
| 3M | +6.8% | -4.8% | +11.6% | +8.6% |
| 6M | +3.0% | -10.7% | +13.7% | +7.0% |
| YTD | -6.7% | -6.7% | 0.0% | -4.8% |
| 1Y | -10.1% | -6.8% | -3.2% | -8.4% |
| 3Y | +33.0% | +34.5% | -1.4% | +15.8% |
| All | -41.1% | +35.8% | -76.9% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling