+1,458.7%
DIS vs PEG
+2,907.1%
-1,448.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | +3.5% | -2.4% | +5.9% | +4.5% |
| 3M | +6.8% | -4.8% | +11.6% | +8.8% |
| 6M | +3.0% | -10.7% | +13.7% | +7.3% |
| YTD | -6.7% | -6.7% | 0.0% | -4.6% |
| 1Y | -10.1% | -6.8% | -3.2% | -8.2% |
| 3Y | +33.0% | +34.5% | -1.4% | +15.8% |
| 5Y | -40.0% | +35.8% | -75.7% | -48.4% |
| 10Y | +21.1% | +141.7% | -120.7% | -18.8% |
| All | +1,458.7% | +2,907.1% | -1,448.3% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling