-31.2%
DIS vs PENG
+31.0%
-62.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.0% | +21.6% | +0.9% |
| 7D | +5.7% | -36.7% | +42.4% | +10.1% |
| 30D | +12.7% | -42.0% | +54.7% | +17.9% |
| 3M | +15.2% | -33.2% | +48.4% | +17.9% |
| 6M | +17.6% | +2.1% | +15.4% | +8.5% |
| YTD | +3.8% | +90.3% | -86.5% | -14.5% |
| 1Y | +6.8% | +67.7% | -60.9% | -10.4% |
| 3Y | +42.1% | +154.2% | -112.1% | +2.9% |
| 5Y | -31.2% | +28.3% | -59.5% | -48.7% |
| All | -31.2% | +31.0% | -62.2% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling