+1,628.0%
DIS vs PH
+24,008.7%
-22,380.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.5% |
| 7D | +5.2% | +2.0% | +3.2% | +4.3% |
| 30D | +11.5% | -3.7% | +15.1% | +12.7% |
| 3M | +11.5% | -14.0% | +25.6% | +17.8% |
| 6M | +8.9% | +2.1% | +6.8% | +6.7% |
| YTD | +3.4% | +5.1% | -1.7% | -0.3% |
| 1Y | +7.2% | +10.9% | -3.7% | +1.1% |
| 3Y | +43.3% | +132.9% | -89.6% | -1.6% |
| 5Y | -31.4% | +200.1% | -231.5% | -57.9% |
| 10Y | +37.1% | +783.8% | -746.7% | -47.6% |
| All | +1,628.0% | +24,008.7% | -22,380.7% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling