+22.0%
DIS vs PEP
+74.1%
-52.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | -2.6% | -1.4% | -1.2% | -1.9% |
| 30D | +3.5% | +0.2% | +3.3% | +3.4% |
| 3M | +6.8% | -1.1% | +7.9% | +7.3% |
| 6M | +3.0% | -13.5% | +16.5% | +9.7% |
| YTD | -6.7% | -1.2% | -5.5% | -6.7% |
| 1Y | -10.1% | -1.6% | -8.5% | -10.2% |
| 3Y | +33.0% | -12.5% | +45.6% | +37.9% |
| 5Y | -40.0% | +3.0% | -43.0% | -43.8% |
| All | +22.0% | +74.1% | -52.1% | -7.4% |
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