-40.6%
DIS vs PGR
+159.7%
-200.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +3.2% | +4.9% | -1.7% | +2.3% |
| 3M | +7.0% | +7.6% | -0.6% | +5.2% |
| 6M | +6.4% | +8.3% | -1.8% | +4.4% |
| YTD | -5.6% | +1.7% | -7.4% | -6.4% |
| 1Y | -7.7% | -6.8% | -0.8% | -6.8% |
| 3Y | +33.2% | +73.4% | -40.3% | +16.5% |
| All | -40.6% | +159.7% | -200.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling