+1,635.0%
DIS vs PEP
+3,293.5%
-1,658.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +5.7% | +6.7% | -1.0% | +3.0% |
| 30D | +12.7% | +13.5% | -0.8% | +7.1% |
| 3M | +15.2% | +3.9% | +11.3% | +13.4% |
| 6M | +17.6% | -6.0% | +23.5% | +20.2% |
| YTD | +3.8% | +2.5% | +1.4% | +2.3% |
| 1Y | +6.8% | +3.9% | +2.8% | +4.6% |
| 3Y | +42.1% | -4.7% | +46.8% | +41.6% |
| 5Y | -31.2% | +1.1% | -32.3% | -33.4% |
| 10Y | +37.6% | +83.8% | -46.2% | +4.6% |
| All | +1,635.0% | +3,293.5% | -1,658.5% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling