+36.6%
DIS vs PEP
+81.7%
-45.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +5.3% | +1.0% | +4.3% | +4.8% |
| 30D | +10.2% | +12.6% | -2.4% | +4.4% |
| 3M | +13.5% | +3.1% | +10.4% | +11.9% |
| 6M | +11.1% | -6.3% | +17.4% | +14.1% |
| YTD | +5.5% | +1.9% | +3.6% | +3.9% |
| 1Y | +9.1% | +3.3% | +5.9% | +6.8% |
| 3Y | +36.0% | -4.8% | +40.8% | +35.2% |
| 5Y | -29.8% | +2.0% | -31.9% | -33.7% |
| 10Y | +36.6% | +80.3% | -43.7% | +3.9% |
| All | +36.6% | +81.7% | -45.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling