+32.9%
DIS vs PEP
+90.5%
-57.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +10.3% | +13.6% | -3.3% | +4.0% |
| 3M | +15.6% | +5.1% | +10.5% | +12.9% |
| 6M | +15.1% | -1.6% | +16.7% | +15.6% |
| YTD | +6.0% | +3.3% | +2.6% | +3.7% |
| 1Y | +5.7% | +3.2% | +2.5% | +3.4% |
| 3Y | +39.8% | -3.9% | +43.7% | +38.4% |
| 5Y | -23.9% | +4.0% | -27.9% | -28.9% |
| 10Y | +32.9% | +90.1% | -57.2% | 0.0% |
| All | +32.9% | +90.5% | -57.5% | 0.0% |
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