+32.9%
DIS vs PM
+254.9%
-221.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.6% | -7.1% | +7.7% | +3.1% |
| 30D | +10.3% | -2.8% | +13.1% | +11.2% |
| 3M | +15.6% | +6.3% | +9.2% | +12.9% |
| 6M | +15.1% | +9.6% | +5.5% | +11.0% |
| YTD | +6.0% | +25.6% | -19.6% | -3.6% |
| 1Y | +5.7% | +29.7% | -24.0% | -5.1% |
| 3Y | +39.8% | +147.6% | -107.8% | -7.5% |
| 5Y | -23.9% | +160.1% | -184.0% | -51.2% |
| 10Y | +32.9% | +260.9% | -228.0% | -25.1% |
| All | +32.9% | +254.9% | -221.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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