+8.3%
DIS vs PENG
+120.5%
-112.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.3% | +4.1% |
| 7D | +9.1% | -20.5% | +29.6% | +9.0% |
| 30D | +14.8% | -20.4% | +35.2% | +14.7% |
| 3M | +21.2% | -16.4% | +37.6% | +21.1% |
| 6M | +18.3% | +49.2% | -30.9% | +7.6% |
| YTD | +5.4% | +147.2% | -141.8% | -12.1% |
| 1Y | +8.3% | +124.7% | -116.4% | -8.4% |
| All | +8.3% | +120.5% | -112.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling