+37.2%
DIS vs PEP
-2.9%
+40.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | +1.9% | +2.9% | -1.0% | +1.2% |
| 30D | +9.2% | +12.5% | -3.4% | +6.1% |
| 3M | +13.5% | +4.5% | +9.0% | +12.2% |
| 6M | +14.3% | -0.5% | +14.8% | +13.9% |
| YTD | +5.4% | +4.4% | +0.9% | +4.4% |
| 1Y | +12.2% | +4.4% | +7.8% | +11.1% |
| 3Y | +37.2% | -3.4% | +40.6% | +35.3% |
| All | +37.2% | -2.9% | +40.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling