+32.9%
DIS vs PH
+725.6%
-692.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +0.6% | +6.9% | -6.3% | -2.6% |
| 30D | +10.3% | +1.7% | +8.6% | +8.9% |
| 3M | +15.6% | -8.1% | +23.7% | +19.4% |
| 6M | +15.1% | +11.5% | +3.6% | +7.7% |
| YTD | +6.0% | +11.4% | -5.4% | -1.5% |
| 1Y | +5.7% | +14.1% | -8.4% | -2.9% |
| 3Y | +39.8% | +138.2% | -98.4% | -13.0% |
| 5Y | -23.9% | +216.0% | -239.9% | -59.9% |
| 10Y | +32.9% | +710.0% | -677.0% | -54.5% |
| All | +32.9% | +725.6% | -692.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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