-23.9%
DIS vs PENG
+68.7%
-92.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -0.7% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | +10.3% | -37.8% | +48.1% | +14.8% |
| 3M | +15.6% | -14.1% | +29.7% | +15.2% |
| 6M | +15.1% | +13.1% | +2.0% | +6.1% |
| YTD | +6.0% | +151.8% | -145.8% | -15.6% |
| 1Y | +5.7% | +136.0% | -130.3% | -15.0% |
| 3Y | +39.8% | +217.9% | -178.1% | -1.1% |
| 5Y | -23.9% | +64.1% | -88.0% | -45.8% |
| All | -23.9% | +68.7% | -92.5% | -45.8% |
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